+404.4%
EME vs EXR
-1.1%
+405.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -8.8% | +1.7% | -10.5% | -9.1% |
| 30D | -18.2% | +18.0% | -36.3% | -21.2% |
| 3M | -20.2% | +9.7% | -29.9% | -21.9% |
| 6M | -29.9% | +13.4% | -43.3% | -32.3% |
| YTD | +5.7% | +26.3% | -20.6% | -0.9% |
| 1Y | -1.5% | +27.6% | -29.0% | -7.9% |
| 3Y | +208.4% | +52.2% | +156.3% | +166.2% |
| All | +404.4% | -1.1% | +405.4% | +375.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling