+271.8%
ELV vs EXR
+149.6%
+122.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | +0.9% | -3.2% | +4.1% | +1.8% |
| 30D | +7.2% | -6.9% | +14.1% | +9.4% |
| 3M | +3.4% | -7.8% | +11.2% | +5.8% |
| 6M | +48.6% | -4.9% | +53.5% | +50.2% |
| YTD | +20.6% | +7.2% | +13.4% | +17.4% |
| 1Y | +38.5% | -1.5% | +40.0% | +38.3% |
| 3Y | -2.4% | +22.3% | -24.7% | -10.9% |
| 5Y | +25.3% | -10.9% | +36.3% | +24.2% |
| All | +271.8% | +149.6% | +122.2% | +166.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling