+565.4%
EME vs EXR
-11.6%
+577.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +5.2% | -0.7% | +5.8% | +5.3% |
| 30D | -5.4% | -6.9% | +1.6% | -3.9% |
| 3M | -6.1% | -3.0% | -3.1% | -6.0% |
| 6M | +9.7% | -2.9% | +12.6% | +9.6% |
| YTD | +26.6% | +9.3% | +17.3% | +22.6% |
| 1Y | +24.6% | -0.9% | +25.6% | +23.7% |
| 3Y | +249.6% | +24.7% | +224.9% | +216.7% |
| All | +565.4% | -11.6% | +577.0% | +537.9% |
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 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