+1,148.6%
ENB vs EXR
+3,094.9%
-1,946.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -2.0% | -2.4% |
| 7D | -5.2% | +5.2% | -10.4% | -6.4% |
| 30D | +2.2% | +20.9% | -18.7% | -2.4% |
| 3M | -8.1% | +7.7% | -15.8% | -9.8% |
| 6M | -11.2% | +13.2% | -24.4% | -13.9% |
| YTD | +2.0% | +26.5% | -24.5% | -4.0% |
| 1Y | +4.1% | +27.2% | -23.1% | -2.2% |
| 3Y | +64.7% | +71.5% | -6.8% | +41.4% |
| 5Y | +46.6% | +0.4% | +46.2% | +41.0% |
| 10Y | +102.7% | +225.2% | -122.5% | +43.8% |
| All | +1,148.6% | +3,094.9% | -1,946.3% | +381.7% |
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