+315.1%
UTHR vs EXR
+151.1%
+164.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | -7.6% | -6.9% | -0.6% | -6.5% |
| 3M | -8.6% | -3.0% | -5.6% | -8.2% |
| 6M | +4.1% | -2.9% | +7.1% | +4.5% |
| YTD | +2.2% | +9.3% | -7.1% | +0.2% |
| 1Y | +26.2% | -0.9% | +27.1% | +25.7% |
| 3Y | +121.2% | +24.7% | +96.5% | +109.5% |
| 5Y | +136.5% | -11.7% | +148.2% | +134.9% |
| All | +315.1% | +151.1% | +164.0% | +234.4% |
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