+341.4%
ELF vs EXR
+221.5%
+119.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | +4.0% | +5.2% | -1.2% | +2.1% |
| 30D | +10.6% | +20.9% | -10.3% | +3.2% |
| 3M | +25.8% | +7.7% | +18.1% | +22.3% |
| 6M | +89.1% | +13.2% | +75.9% | +80.1% |
| YTD | +52.7% | +26.5% | +26.3% | +39.8% |
| 1Y | +51.7% | +27.2% | +24.5% | +38.4% |
| 3Y | +14.2% | +71.5% | -57.3% | -6.6% |
| 5Y | +270.7% | +0.4% | +270.3% | +256.7% |
| All | +341.4% | +221.5% | +119.9% | +219.4% |
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