+92.7%
USB vs EXR
+223.4%
-130.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +6.8% | -8.3% | -3.9% |
| 30D | +4.3% | +19.6% | -15.3% | -2.5% |
| 3M | -6.1% | +8.0% | -14.0% | -8.8% |
| 6M | +9.4% | +17.2% | -7.8% | +2.9% |
| YTD | +15.2% | +27.2% | -12.0% | +4.6% |
| 1Y | +32.8% | +26.1% | +6.7% | +20.9% |
| 3Y | +91.3% | +70.7% | +20.6% | +53.3% |
| 5Y | +22.7% | +1.0% | +21.7% | +15.9% |
| All | +92.7% | +223.4% | -130.7% | +31.0% |
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