+255.8%
ELV vs EXR
+216.3%
+39.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | +0.4% | +18.2% | -17.8% | -4.5% |
| 3M | +8.4% | +7.3% | +1.0% | +6.1% |
| 6M | +8.4% | +13.8% | -5.4% | +4.1% |
| YTD | +24.4% | +25.9% | -1.6% | +15.4% |
| 1Y | +33.5% | +25.8% | +7.7% | +23.9% |
| 3Y | -2.1% | +53.7% | -55.8% | -16.4% |
| 5Y | +5.8% | -1.8% | +7.5% | +2.5% |
| All | +255.8% | +216.3% | +39.5% | +147.8% |
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 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