+46.0%
ELF vs EXR
+24.1%
+21.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.5% | -3.9% |
| 7D | +3.4% | -1.2% | +4.5% | +3.9% |
| 30D | +5.0% | +18.3% | -13.3% | -2.8% |
| 3M | +22.6% | +9.1% | +13.5% | +17.9% |
| 6M | +104.0% | +11.7% | +92.2% | +92.9% |
| YTD | +49.3% | +25.7% | +23.6% | +31.7% |
| 1Y | +46.0% | +24.9% | +21.1% | +29.0% |
| All | +46.0% | +24.1% | +21.9% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling