+69.1%
ENB vs EXR
-10.8%
+79.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.3% |
| 30D | -0.2% | -6.9% | +6.7% | +1.3% |
| 3M | -7.5% | -3.0% | -4.5% | -7.0% |
| 6M | -4.1% | -2.9% | -1.2% | -3.7% |
| YTD | +9.8% | +9.3% | +0.5% | +7.4% |
| 1Y | +8.7% | -0.9% | +9.6% | +8.4% |
| 3Y | +79.0% | +24.7% | +54.3% | +67.3% |
| 5Y | +69.1% | -11.7% | +80.8% | +67.4% |
| All | +69.1% | -10.8% | +79.9% | +67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling