+60.0%
EL vs EXR
+215.3%
-155.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +8.0% | +2.7% | +5.3% | +6.8% |
| 30D | +15.4% | +18.9% | -3.5% | +7.0% |
| 3M | +28.5% | +8.4% | +20.2% | +23.9% |
| 6M | +32.2% | +14.3% | +17.9% | +24.4% |
| YTD | +9.2% | +27.2% | -18.1% | -1.8% |
| 1Y | +30.8% | +25.9% | +4.9% | +18.0% |
| 3Y | +3.7% | +54.6% | -51.0% | -15.3% |
| 5Y | -64.8% | -0.6% | -64.2% | -66.1% |
| 10Y | +60.0% | +208.5% | -148.5% | +11.6% |
| All | +60.0% | +215.3% | -155.2% | +11.6% |
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