+352.5%
USB vs EXR
+2,662.2%
-2,309.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +2.8% |
| 30D | -1.3% | -7.2% | +5.9% | +2.4% |
| 3M | +15.2% | -3.5% | +18.7% | +17.1% |
| 6M | +18.8% | -5.3% | +24.1% | +21.6% |
| YTD | +21.0% | +9.4% | +11.7% | +14.7% |
| 1Y | +34.0% | +1.3% | +32.7% | +31.5% |
| 3Y | +95.3% | +22.4% | +72.9% | +69.6% |
| 5Y | +40.4% | -12.2% | +52.6% | +38.1% |
| 10Y | +107.3% | +148.6% | -41.3% | +7.9% |
| All | +352.5% | +2,662.2% | -2,309.7% | -47.9% |
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 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