+62.1%
EMR vs EXR
+24.9%
+37.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -1.5% | -2.6% | +1.0% | -0.7% |
| 30D | -5.6% | -7.2% | +1.6% | -3.5% |
| 3M | +7.9% | -3.5% | +11.4% | +8.9% |
| 6M | +6.0% | -5.3% | +11.3% | +7.3% |
| YTD | +16.4% | +9.4% | +7.1% | +13.2% |
| 1Y | +16.6% | +1.3% | +15.3% | +15.4% |
| All | +62.1% | +24.9% | +37.2% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling