+1,167.1%
ELV vs EXR
+2,662.2%
-1,495.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.4% |
| 7D | +3.3% | -2.6% | +5.9% | +4.1% |
| 30D | +4.2% | -7.2% | +11.3% | +6.4% |
| 3M | -0.1% | -3.5% | +3.4% | +0.8% |
| 6M | +41.3% | -5.3% | +46.5% | +43.0% |
| YTD | +17.4% | +9.4% | +8.1% | +13.9% |
| 1Y | +35.1% | +1.3% | +33.7% | +33.9% |
| 3Y | -3.2% | +22.4% | -25.7% | -11.1% |
| 5Y | +15.6% | -12.2% | +27.8% | +14.6% |
| 10Y | +276.8% | +148.6% | +128.2% | +170.1% |
| All | +1,167.1% | +2,662.2% | -1,495.1% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling