-19.5%
ELF vs EXR
+22.7%
-42.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.6% |
| 7D | +5.4% | -2.6% | +7.9% | +6.5% |
| 30D | +27.0% | -7.2% | +34.2% | +31.0% |
| 3M | +113.2% | -3.5% | +116.7% | +115.9% |
| 6M | +36.6% | -5.3% | +41.9% | +39.1% |
| YTD | +44.2% | +9.4% | +34.9% | +38.4% |
| 1Y | -18.0% | +1.3% | -19.3% | -18.9% |
| All | -19.5% | +22.7% | -42.2% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling