-1.4%
ELV vs EXR
+51.9%
-53.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | +4.1% | +18.0% | -13.9% | +0.4% |
| 3M | +8.5% | +9.7% | -1.2% | +6.3% |
| 6M | +14.6% | +13.4% | +1.2% | +11.3% |
| YTD | +24.4% | +26.3% | -1.9% | +17.6% |
| 1Y | +44.2% | +27.6% | +16.7% | +36.1% |
| 3Y | -1.4% | +52.2% | -53.6% | -3.9% |
| All | -1.4% | +51.9% | -53.3% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling