+31.2%
EL vs EXR
+147.0%
-115.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.7% | -0.7% | +2.4% | +2.0% |
| 30D | +15.5% | -6.9% | +22.4% | +19.1% |
| 3M | +20.6% | -3.0% | +23.5% | +22.0% |
| 6M | +10.5% | -2.9% | +13.4% | +11.7% |
| YTD | -1.9% | +9.3% | -11.2% | -5.5% |
| 1Y | +16.1% | -0.9% | +17.0% | +16.2% |
| 3Y | -30.2% | +24.7% | -54.9% | -37.4% |
| 5Y | -67.4% | -11.7% | -55.7% | -66.9% |
| 10Y | +31.2% | +148.4% | -117.1% | -1.8% |
| All | +31.2% | +147.0% | -115.8% | -1.8% |
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 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