+301.7%
ELF vs EXR
+216.3%
+85.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | +9.1% | +18.2% | -9.1% | +2.7% |
| 3M | +28.2% | +7.3% | +20.8% | +24.7% |
| 6M | +119.5% | +13.8% | +105.7% | +108.8% |
| YTD | +55.2% | +25.9% | +29.2% | +42.3% |
| 1Y | +58.6% | +25.8% | +32.8% | +45.4% |
| 3Y | +21.3% | +53.7% | -32.4% | +3.2% |
| 5Y | +276.2% | -1.8% | +278.0% | +264.5% |
| All | +301.7% | +216.3% | +85.4% | +193.7% |
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