+1,241.8%
ELV vs EXR
+3,090.1%
-1,848.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | +3.8% | +1.7% | +2.1% | +3.4% |
| 30D | +4.1% | +18.0% | -13.9% | -0.7% |
| 3M | +8.5% | +9.7% | -1.2% | +5.6% |
| 6M | +14.6% | +13.4% | +1.2% | +10.3% |
| YTD | +24.4% | +26.3% | -1.9% | +15.7% |
| 1Y | +44.2% | +27.6% | +16.7% | +33.9% |
| 3Y | -1.4% | +52.2% | -53.6% | -14.6% |
| 5Y | +8.8% | -1.1% | +9.9% | +4.4% |
| 10Y | +268.4% | +216.8% | +51.6% | +147.1% |
| All | +1,241.8% | +3,090.1% | -1,848.3% | +337.1% |
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