+798.6%
EMR vs EXR
+2,662.2%
-1,863.6%
-56.1%
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% | +2.2% |
| 7D | -1.5% | -2.6% | +1.0% | -0.6% |
| 30D | -5.6% | -7.2% | +1.6% | -3.0% |
| 3M | +7.9% | -3.5% | +11.4% | +9.1% |
| 6M | +6.0% | -5.3% | +11.3% | +8.0% |
| YTD | +16.4% | +9.4% | +7.1% | +12.4% |
| 1Y | +16.6% | +1.3% | +15.3% | +15.4% |
| 3Y | +62.9% | +22.4% | +40.4% | +46.8% |
| 5Y | +60.1% | -12.2% | +72.3% | +59.1% |
| 10Y | +268.8% | +148.6% | +120.2% | +135.0% |
| All | +798.6% | +2,662.2% | -1,863.6% | +99.7% |
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