+457.4%
EEM vs EXR
+3,095.3%
-2,637.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.3% | +2.4% |
| 7D | +0.7% | -1.1% | +1.8% | +1.2% |
| 30D | -6.2% | +18.8% | -25.0% | -12.8% |
| 3M | -5.2% | +9.9% | -15.1% | -9.1% |
| 6M | -8.1% | +12.6% | -20.8% | -13.3% |
| YTD | +14.0% | +26.5% | -12.5% | +2.3% |
| 1Y | +13.8% | +24.5% | -10.7% | +2.7% |
| 3Y | +73.7% | +52.4% | +21.3% | +39.1% |
| 5Y | +34.6% | -1.5% | +36.1% | +24.7% |
| 10Y | +123.6% | +216.0% | -92.4% | +10.7% |
| All | +457.4% | +3,095.3% | -2,637.9% | -18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling