+91.0%
EEM vs EXR
+23.6%
+67.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +3.1% | -0.7% | +3.8% | +3.2% |
| 30D | +4.9% | -6.9% | +11.8% | +6.3% |
| 3M | +5.2% | -3.0% | +8.2% | +5.4% |
| 6M | +20.7% | -2.9% | +23.6% | +20.7% |
| YTD | +26.5% | +9.3% | +17.2% | +23.3% |
| 1Y | +37.8% | -0.9% | +38.8% | +37.0% |
| 3Y | +91.0% | +24.7% | +66.3% | +85.5% |
| All | +91.0% | +23.6% | +67.4% | +85.5% |
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