+882.5%
EME vs EXR
+215.7%
+666.8%
-48.0%
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% | -0.4% |
| 7D | +11.3% | -1.2% | +12.5% | +11.7% |
| 30D | -14.6% | +18.3% | -32.8% | -18.5% |
| 3M | -20.4% | +9.1% | -29.5% | -22.5% |
| 6M | -28.3% | +11.7% | -40.0% | -31.0% |
| YTD | +8.6% | +25.7% | -17.1% | +0.6% |
| 1Y | +3.2% | +24.9% | -21.7% | -4.2% |
| 3Y | +216.8% | +51.4% | +165.3% | +168.8% |
| 5Y | +417.5% | -1.9% | +419.4% | +396.2% |
| All | +882.5% | +215.7% | +666.8% | +636.8% |
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