+119.0%
UTHR vs EXR
+24.9%
+94.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -5.4% | -2.6% | -2.8% | -5.0% |
| 30D | -6.0% | -7.2% | +1.1% | -5.0% |
| 3M | -11.0% | -3.5% | -7.5% | -10.6% |
| 6M | -0.5% | -5.3% | +4.8% | +0.1% |
| YTD | +0.1% | +9.4% | -9.3% | -1.9% |
| 1Y | +28.2% | +1.3% | +26.8% | +27.0% |
| All | +119.0% | +24.9% | +94.1% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling