+517.2%
EEM vs EXR
+2,662.2%
-2,145.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.1% | +2.3% |
| 7D | +2.3% | -2.6% | +4.9% | +3.4% |
| 30D | +4.5% | -7.2% | +11.7% | +7.7% |
| 3M | -0.1% | -3.5% | +3.4% | +0.9% |
| 6M | +16.9% | -5.3% | +22.2% | +18.8% |
| YTD | +26.2% | +9.4% | +16.9% | +20.5% |
| 1Y | +40.5% | +1.3% | +39.2% | +38.0% |
| 3Y | +86.2% | +22.4% | +63.8% | +63.0% |
| 5Y | +45.5% | -12.2% | +57.7% | +41.0% |
| 10Y | +128.6% | +148.6% | -19.9% | +25.7% |
| All | +517.2% | +2,662.2% | -2,145.0% | -3.7% |
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 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