+28.1%
USFR vs EXR
+147.0%
-118.9%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +0.3% | -6.9% | +7.3% | +0.3% |
| 3M | +1.0% | -3.0% | +4.0% | +1.0% |
| 6M | +1.9% | -2.9% | +4.9% | +1.9% |
| YTD | +2.7% | +9.3% | -6.6% | +2.7% |
| 1Y | +4.0% | -0.9% | +5.0% | +4.0% |
| 3Y | +14.0% | +24.7% | -10.7% | +14.0% |
| 5Y | +20.4% | -11.7% | +32.1% | +20.4% |
| 10Y | +28.1% | +148.4% | -120.3% | +27.9% |
| All | +28.1% | +147.0% | -118.9% | +27.9% |
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 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