+330.7%
USB vs EXR
+3,113.6%
-2,782.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.5% | +6.8% | -8.3% | -4.7% |
| 30D | +4.3% | +19.6% | -15.3% | -4.8% |
| 3M | -6.1% | +8.0% | -14.0% | -9.8% |
| 6M | +9.4% | +17.2% | -7.8% | +0.6% |
| YTD | +15.2% | +27.2% | -12.0% | +1.0% |
| 1Y | +32.8% | +26.1% | +6.7% | +16.8% |
| 3Y | +91.3% | +70.7% | +20.6% | +39.9% |
| 5Y | +22.7% | +1.0% | +21.7% | +12.8% |
| 10Y | +97.0% | +227.1% | -130.0% | -10.9% |
| All | +330.7% | +3,113.6% | -2,782.9% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling