+28.6%
ELV vs EXR
-2.8%
+31.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.2% |
| 3M | -6.1% | -7.5% | +1.4% | -4.0% |
| 6M | +42.8% | -5.2% | +48.0% | +44.4% |
| YTD | +14.4% | +6.5% | +7.9% | +6.9% |
| 1Y | +28.6% | -2.0% | +30.6% | +24.4% |
| All | +28.6% | -2.8% | +31.4% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling