+1,233.8%
ENB vs EXR
+2,662.2%
-1,428.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.6% |
| 7D | -0.2% | -2.6% | +2.3% | +0.4% |
| 30D | -2.2% | -7.2% | +5.0% | -0.5% |
| 3M | -10.5% | -3.5% | -7.0% | -9.8% |
| 6M | -5.1% | -5.3% | +0.2% | -4.1% |
| YTD | +9.0% | +9.4% | -0.4% | +6.3% |
| 1Y | +8.2% | +1.3% | +6.9% | +7.3% |
| 3Y | +67.8% | +22.4% | +45.3% | +56.3% |
| 5Y | +69.4% | -12.2% | +81.6% | +68.1% |
| 10Y | +117.5% | +148.6% | -31.1% | +64.3% |
| All | +1,233.8% | +2,662.2% | -1,428.5% | +433.2% |
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