+277.4%
EMR vs EXR
+144.7%
+132.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -5.0% | -7.5% | +2.6% | -2.7% |
| 3M | +5.9% | -7.5% | +13.4% | +8.2% |
| 6M | +7.3% | -5.2% | +12.5% | +8.9% |
| YTD | +14.6% | +6.5% | +8.1% | +12.2% |
| 1Y | +15.6% | -2.0% | +17.7% | +15.8% |
| 3Y | +60.2% | +21.5% | +38.6% | +47.9% |
| 5Y | +65.8% | -11.5% | +77.3% | +65.5% |
| 10Y | +277.4% | +148.0% | +129.4% | +188.5% |
| All | +277.4% | +144.7% | +132.6% | +188.5% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling