+7,982.7%
EME vs EXR
+2,662.2%
+5,320.5%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.3% |
| 7D | +1.9% | -2.6% | +4.5% | +3.2% |
| 30D | -8.3% | -7.2% | -1.1% | -4.9% |
| 3M | -10.7% | -3.5% | -7.2% | -10.1% |
| 6M | +1.9% | -5.3% | +7.2% | +3.4% |
| YTD | +23.5% | +9.4% | +14.1% | +16.3% |
| 1Y | +18.0% | +1.3% | +16.6% | +15.2% |
| 3Y | +236.1% | +22.4% | +213.7% | +183.6% |
| 5Y | +527.9% | -12.2% | +540.1% | +503.0% |
| 10Y | +1,252.8% | +148.6% | +1,104.2% | +577.8% |
| All | +7,982.7% | +2,662.2% | +5,320.5% | +817.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling