-35.6%
ELAN vs EXR
+111.8%
-147.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -5.4% | -1.2% | -4.3% | -4.9% |
| 30D | +4.7% | -6.2% | +10.9% | +7.7% |
| 3M | -3.7% | -7.4% | +3.7% | -0.6% |
| 6M | -1.2% | -0.5% | -0.6% | -1.0% |
| YTD | +2.4% | +8.1% | -5.7% | -1.3% |
| 1Y | +23.4% | -2.9% | +26.2% | +24.1% |
| 3Y | +96.7% | +22.9% | +73.7% | +76.2% |
| 5Y | -30.6% | -10.2% | -20.4% | -31.0% |
| All | -35.6% | +111.8% | -147.5% | -48.7% |
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