+100.5%
ENB vs EXR
+144.7%
-44.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | 0.0% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | -1.1% | -7.5% | +6.5% | +0.9% |
| 3M | -8.5% | -7.5% | -1.0% | -6.7% |
| 6M | -4.5% | -5.2% | +0.6% | -3.5% |
| YTD | +9.1% | +6.5% | +2.6% | +6.9% |
| 1Y | +8.0% | -2.0% | +10.0% | +7.9% |
| 3Y | +77.8% | +21.5% | +56.3% | +64.6% |
| 5Y | +69.4% | -11.5% | +80.9% | +67.4% |
| 10Y | +100.5% | +148.0% | -47.5% | +52.3% |
| All | +100.5% | +144.7% | -44.3% | +52.3% |
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