+252.7%
ELV vs EXR
+148.1%
+104.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.3% | -0.5% |
| 7D | -2.2% | -3.1% | +0.9% | -1.3% |
| 30D | -0.2% | -7.5% | +7.3% | +2.1% |
| 3M | -6.1% | -7.5% | +1.4% | -4.1% |
| 6M | +42.8% | -5.2% | +48.0% | +44.5% |
| YTD | +14.4% | +6.5% | +7.9% | +11.6% |
| 1Y | +28.6% | -2.0% | +30.6% | +28.6% |
| 3Y | -7.4% | +21.5% | -28.9% | -15.3% |
| 5Y | +14.5% | -11.5% | +26.0% | +13.6% |
| All | +252.7% | +148.1% | +104.6% | +153.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling