+314.5%
ELF vs EXR
+199.6%
+114.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.8% | -3.1% |
| 7D | -2.7% | +6.8% | -9.6% | -5.0% |
| 30D | +6.9% | +19.6% | -12.7% | +0.2% |
| 3M | +27.2% | +8.0% | +19.2% | +23.6% |
| 6M | +84.9% | +17.2% | +67.7% | +74.1% |
| YTD | +44.5% | +27.2% | +17.2% | +32.2% |
| 1Y | -6.8% | +26.1% | -32.8% | -14.4% |
| 3Y | +14.2% | +70.7% | -56.4% | -6.2% |
| 5Y | +250.6% | +1.0% | +249.7% | +236.8% |
| 10Y | +318.0% | +227.1% | +90.9% | +204.9% |
| All | +314.5% | +199.6% | +114.9% | +210.9% |
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