+348.1%
UTHR vs EXR
+215.3%
+132.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.5% |
| 7D | -2.3% | +2.7% | -5.0% | -2.7% |
| 30D | +6.1% | +18.9% | -12.9% | +3.0% |
| 3M | +8.1% | +8.4% | -0.3% | +6.6% |
| 6M | +3.1% | +14.3% | -11.2% | +0.6% |
| YTD | +19.5% | +27.2% | -7.7% | +14.1% |
| 1Y | +29.7% | +25.9% | +3.8% | +24.1% |
| 3Y | +162.7% | +54.6% | +108.1% | +139.8% |
| 5Y | +192.8% | -0.6% | +193.4% | +185.6% |
| 10Y | +348.1% | +208.5% | +139.6% | +261.3% |
| All | +348.1% | +215.3% | +132.8% | +261.3% |
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 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