+301.5%
EMR vs EXR
+215.3%
+86.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +2.1% | +2.7% | -0.5% | +1.4% |
| 30D | +4.8% | +18.9% | -14.2% | -0.6% |
| 3M | +7.5% | +8.4% | -0.9% | +4.8% |
| 6M | +20.9% | +14.3% | +6.5% | +15.7% |
| YTD | +29.2% | +27.2% | +1.9% | +19.8% |
| 1Y | +33.0% | +25.9% | +7.0% | +23.6% |
| 3Y | +109.8% | +54.6% | +55.1% | +80.1% |
| 5Y | +91.9% | -0.6% | +92.5% | +84.8% |
| 10Y | +301.5% | +208.5% | +93.0% | +194.0% |
| All | +301.5% | +215.3% | +86.2% | +194.0% |
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