+533.1%
EL vs EXR
+2,662.2%
-2,129.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.4% |
| 7D | +0.8% | -2.6% | +3.4% | +1.8% |
| 30D | +19.8% | -7.2% | +27.0% | +23.2% |
| 3M | +25.7% | -3.5% | +29.2% | +27.3% |
| 6M | +5.4% | -5.3% | +10.7% | +7.5% |
| YTD | +0.2% | +9.4% | -9.1% | -3.1% |
| 1Y | +20.4% | +1.3% | +19.1% | +19.7% |
| 3Y | -32.1% | +22.4% | -54.6% | -37.8% |
| 5Y | -67.2% | -12.2% | -55.0% | -66.5% |
| 10Y | +31.7% | +148.6% | -116.8% | -9.4% |
| All | +533.1% | +2,662.2% | -2,129.1% | +66.6% |
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 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