+338.9%
ELF vs EXR
+216.9%
+122.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +6.3% | +1.7% | +4.5% | +5.6% |
| 30D | +8.5% | +18.0% | -9.6% | +2.1% |
| 3M | +24.4% | +9.7% | +14.8% | +20.1% |
| 6M | +94.7% | +13.4% | +81.3% | +85.3% |
| YTD | +55.9% | +26.3% | +29.6% | +42.7% |
| 1Y | +48.4% | +27.6% | +20.9% | +35.3% |
| 3Y | +24.6% | +52.2% | -27.5% | +6.2% |
| 5Y | +285.0% | -1.1% | +286.1% | +272.1% |
| All | +338.9% | +216.9% | +122.0% | +214.4% |
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