+31.1%
EMB vs EXR
+215.3%
-184.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | +0.8% | +2.7% | -1.9% | +0.5% |
| 30D | +1.5% | +18.9% | -17.4% | -0.7% |
| 3M | -1.9% | +8.4% | -10.3% | -3.0% |
| 6M | -1.6% | +14.3% | -15.9% | -3.4% |
| YTD | 0.0% | +27.2% | -27.2% | -3.2% |
| 1Y | +1.1% | +25.9% | -24.9% | -2.1% |
| 3Y | +30.9% | +54.6% | -23.8% | +22.7% |
| 5Y | +7.1% | -0.6% | +7.7% | +4.8% |
| 10Y | +31.1% | +208.5% | -177.4% | +14.9% |
| All | +31.1% | +215.3% | -184.1% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling