+91.7%
USB vs EXR
+221.5%
-129.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | 0.0% | +5.2% | -5.2% | -1.9% |
| 30D | +5.8% | +20.9% | -15.0% | -1.5% |
| 3M | -6.0% | +7.7% | -13.7% | -8.6% |
| 6M | +7.8% | +13.2% | -5.4% | +2.7% |
| YTD | +14.6% | +26.5% | -11.9% | +4.3% |
| 1Y | +31.8% | +27.2% | +4.6% | +19.6% |
| 3Y | +91.5% | +71.5% | +20.0% | +53.2% |
| 5Y | +22.0% | +0.4% | +21.7% | +15.6% |
| All | +91.7% | +221.5% | -129.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling