+313.8%
ELF vs EXR
+157.6%
+156.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.5% |
| 7D | +5.4% | -2.6% | +7.9% | +6.3% |
| 30D | +27.0% | -7.2% | +34.2% | +30.3% |
| 3M | +113.2% | -3.5% | +116.7% | +115.6% |
| 6M | +36.6% | -5.3% | +41.9% | +38.9% |
| YTD | +44.2% | +9.4% | +34.9% | +39.4% |
| 1Y | -18.0% | +1.3% | -19.3% | -18.6% |
| 3Y | -19.9% | +22.4% | -42.3% | -26.3% |
| 5Y | +257.7% | -12.2% | +269.9% | +261.4% |
| All | +313.8% | +157.6% | +156.3% | +227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling