+339.9%
USB vs EXR
+3,132.0%
-2,792.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.3% |
| 7D | +2.4% | +11.3% | -8.9% | -3.0% |
| 30D | +6.6% | +21.2% | -14.6% | -3.4% |
| 3M | -4.1% | +8.7% | -12.8% | -8.2% |
| 6M | +12.5% | +18.2% | -5.7% | +3.0% |
| YTD | +17.6% | +27.9% | -10.3% | +2.9% |
| 1Y | +36.5% | +28.3% | +8.2% | +19.1% |
| 3Y | +95.4% | +71.7% | +23.7% | +42.4% |
| 5Y | +26.1% | -0.6% | +26.8% | +17.0% |
| 10Y | +101.3% | +229.0% | -127.7% | -9.3% |
| All | +339.9% | +3,132.0% | -2,792.1% | -53.3% |
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