+3.2%
EL vs EXR
+69.9%
-66.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.5% |
| 7D | +0.8% | +5.2% | -4.4% | -1.7% |
| 30D | +16.5% | +20.9% | -4.3% | +6.3% |
| 3M | +29.2% | +7.7% | +21.5% | +24.5% |
| 6M | +27.9% | +13.2% | +14.7% | +20.0% |
| YTD | +6.2% | +26.5% | -20.3% | -5.4% |
| 1Y | +27.2% | +27.2% | 0.0% | +12.8% |
| 3Y | +3.2% | +71.5% | -68.3% | -21.3% |
| All | +3.2% | +69.9% | -66.7% | -21.3% |
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