+23.4%
ELAN vs EXR
-0.7%
+24.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.6% |
| 3M | -3.7% | -7.4% | +3.7% | -0.6% |
| 6M | -1.2% | -0.5% | -0.6% | -1.5% |
| YTD | +2.4% | +8.1% | -5.7% | +0.5% |
| 1Y | +23.4% | -2.9% | +26.2% | +19.9% |
| All | +23.4% | -0.7% | +24.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling