-31.9%
ELAN vs EXR
+114.3%
-146.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.9% |
| 7D | +1.6% | -2.6% | +4.2% | +2.8% |
| 30D | -6.6% | -7.2% | +0.6% | -3.5% |
| 3M | -0.8% | -3.5% | +2.7% | +0.5% |
| 6M | +0.2% | -5.3% | +5.5% | +2.6% |
| YTD | +8.3% | +9.4% | -1.1% | +3.8% |
| 1Y | +40.2% | +1.3% | +38.9% | +38.6% |
| 3Y | +97.7% | +22.4% | +75.3% | +77.4% |
| 5Y | -28.3% | -12.2% | -16.0% | -28.1% |
| All | -31.9% | +114.3% | -146.3% | -46.0% |
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