+27.4%
USFR vs EXR
+396.7%
-369.2%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +0.1% | -2.6% | +2.6% | +0.1% |
| 30D | +0.3% | -7.2% | +7.5% | +0.3% |
| 3M | +1.0% | -3.5% | +4.5% | +1.0% |
| 6M | +1.9% | -5.3% | +7.2% | +1.9% |
| YTD | +2.6% | +9.4% | -6.7% | +2.6% |
| 1Y | +4.0% | +1.3% | +2.7% | +4.0% |
| 3Y | +14.1% | +22.4% | -8.3% | +14.1% |
| 5Y | +20.4% | -12.2% | +32.6% | +20.4% |
| 10Y | +28.0% | +148.6% | -120.6% | +28.0% |
| All | +27.4% | +396.7% | -369.2% | +28.0% |
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