+444.2%
EEM vs EXR
+3,090.1%
-2,645.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -0.9% | +1.7% | -2.6% | -1.6% |
| 30D | -9.3% | +18.0% | -27.4% | -15.5% |
| 3M | -7.1% | +9.7% | -16.7% | -10.8% |
| 6M | -10.4% | +13.4% | -23.8% | -15.7% |
| YTD | +11.3% | +26.3% | -15.0% | -0.1% |
| 1Y | +11.3% | +27.6% | -16.3% | -0.7% |
| 3Y | +69.6% | +52.2% | +17.5% | +35.9% |
| 5Y | +33.6% | -1.1% | +34.7% | +23.6% |
| 10Y | +114.1% | +216.8% | -102.7% | +5.8% |
| All | +444.2% | +3,090.1% | -2,645.9% | -20.2% |
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