+33.6%
EEM vs EXR
-1.3%
+34.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -9.3% | +18.0% | -27.4% | -12.3% |
| 3M | -7.1% | +9.7% | -16.7% | -8.8% |
| 6M | -10.4% | +13.4% | -23.8% | -13.0% |
| YTD | +11.3% | +26.3% | -15.0% | +5.4% |
| 1Y | +11.3% | +27.6% | -16.3% | +5.1% |
| 3Y | +69.6% | +52.2% | +17.5% | +52.0% |
| 5Y | +33.6% | -1.1% | +34.7% | +25.0% |
| All | +33.6% | -1.3% | +34.9% | +25.0% |
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