+131.6%
UTHR vs EXR
-10.8%
+142.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -5.4% | -2.6% | -2.8% | -5.1% |
| 30D | -6.0% | -7.2% | +1.1% | -5.1% |
| 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% | -1.6% |
| 1Y | +28.2% | +1.3% | +26.8% | +27.2% |
| 3Y | +113.8% | +22.4% | +91.4% | +106.0% |
| All | +131.6% | -10.8% | +142.4% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling