+125.7%
EEM vs EXR
+149.6%
-23.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | +2.4% | -6.9% | +9.3% | +3.9% |
| 3M | +4.2% | -7.8% | +12.0% | +5.7% |
| 6M | +14.8% | -4.9% | +19.6% | +15.5% |
| YTD | +23.1% | +7.2% | +15.9% | +20.7% |
| 1Y | +32.5% | -1.5% | +34.1% | +32.1% |
| 3Y | +85.9% | +22.3% | +63.6% | +74.4% |
| 5Y | +43.6% | -10.9% | +54.5% | +41.8% |
| All | +125.7% | +149.6% | -23.9% | +76.7% |
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 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