+1,162.2%
ENB vs EXR
+3,114.4%
-1,952.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -3.7% | +2.7% | -6.3% | -4.3% |
| 30D | +1.7% | +18.9% | -17.2% | -2.5% |
| 3M | -6.3% | +8.4% | -14.7% | -8.2% |
| 6M | -9.2% | +14.3% | -23.5% | -12.2% |
| YTD | +3.1% | +27.2% | -24.1% | -3.1% |
| 1Y | +3.4% | +25.9% | -22.6% | -2.7% |
| 3Y | +68.9% | +54.6% | +14.3% | +49.0% |
| 5Y | +51.7% | -0.6% | +52.3% | +46.3% |
| 10Y | +98.3% | +208.5% | -110.2% | +42.5% |
| All | +1,162.2% | +3,114.4% | -1,952.2% | +386.2% |
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