+882.4%
EMR vs EXR
+3,095.3%
-2,212.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.0% | -1.1% | -0.8% | -1.6% |
| 30D | +2.8% | +18.8% | -15.9% | -3.5% |
| 3M | +2.0% | +9.9% | -7.9% | -1.6% |
| 6M | +20.7% | +12.6% | +8.1% | +15.1% |
| YTD | +27.3% | +26.5% | +0.8% | +16.4% |
| 1Y | +31.0% | +24.5% | +6.5% | +20.4% |
| 3Y | +103.6% | +52.4% | +51.2% | +69.8% |
| 5Y | +88.6% | -1.5% | +90.1% | +79.8% |
| 10Y | +280.6% | +216.0% | +64.7% | +122.3% |
| All | +882.4% | +3,095.3% | -2,212.9% | +106.8% |
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