+1,284.9%
EME vs EXR
+149.6%
+1,135.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +0.9% | -3.2% | +4.2% | +1.8% |
| 30D | -8.4% | -6.9% | -1.5% | -6.7% |
| 3M | -3.6% | -7.8% | +4.2% | -2.0% |
| 6M | +3.6% | -4.9% | +8.4% | +4.2% |
| YTD | +22.5% | +7.2% | +15.4% | +19.0% |
| 1Y | +18.2% | -1.5% | +19.7% | +17.6% |
| 3Y | +238.4% | +22.3% | +216.1% | +206.8% |
| 5Y | +550.5% | -10.9% | +561.5% | +538.7% |
| All | +1,284.9% | +149.6% | +1,135.2% | +1,007.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling