+22.7%
USB vs EXR
-1.5%
+24.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -1.5% | +6.8% | -8.3% | -3.8% |
| 30D | +4.3% | +19.6% | -15.3% | -2.3% |
| 3M | -6.1% | +8.0% | -14.0% | -8.8% |
| 6M | +9.4% | +17.2% | -7.8% | +3.1% |
| YTD | +15.2% | +27.2% | -12.0% | +4.9% |
| 1Y | +32.8% | +26.1% | +6.7% | +21.2% |
| 3Y | +91.3% | +70.7% | +20.6% | +56.0% |
| 5Y | +22.7% | +1.0% | +21.7% | +7.9% |
| All | +22.7% | -1.5% | +24.2% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling