+29.7%
EMB vs EXR
+147.0%
-117.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | -0.5% | -6.9% | +6.5% | +0.4% |
| 3M | +0.3% | -3.0% | +3.3% | +0.6% |
| 6M | +1.2% | -2.9% | +4.1% | +1.4% |
| YTD | +1.5% | +9.3% | -7.8% | +0.1% |
| 1Y | +4.8% | -0.9% | +5.7% | +4.6% |
| 3Y | +30.4% | +24.7% | +5.7% | +25.4% |
| 5Y | +7.3% | -11.7% | +18.9% | +6.6% |
| 10Y | +29.7% | +148.4% | -118.7% | +16.7% |
| All | +29.7% | +147.0% | -117.3% | +16.7% |
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 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