+364.2%
ELF vs EXR
+215.3%
+148.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.5% |
| 7D | +7.8% | +2.7% | +5.2% | +6.8% |
| 30D | +9.3% | +18.9% | -9.7% | +2.6% |
| 3M | +21.2% | +8.4% | +12.8% | +17.5% |
| 6M | +96.1% | +14.3% | +81.8% | +86.1% |
| YTD | +57.0% | +27.2% | +29.7% | +43.4% |
| 1Y | +61.9% | +25.9% | +35.9% | +48.2% |
| 3Y | +20.0% | +54.6% | -34.6% | +1.7% |
| 5Y | +284.8% | -0.6% | +285.4% | +271.2% |
| 10Y | +364.2% | +208.5% | +155.7% | +234.6% |
| All | +364.2% | +215.3% | +148.9% | +234.6% |
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