+803.5%
ENTG vs EXR
+215.7%
+587.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.4% |
| 7D | +22.8% | -1.2% | +24.0% | +23.5% |
| 30D | -4.9% | +18.3% | -23.2% | -12.0% |
| 3M | -4.8% | +9.1% | -13.9% | -9.0% |
| 6M | +5.6% | +11.7% | -6.2% | -1.1% |
| YTD | +82.4% | +25.7% | +56.7% | +61.6% |
| 1Y | +82.9% | +24.9% | +57.9% | +62.5% |
| 3Y | +62.1% | +51.4% | +10.7% | +30.7% |
| 5Y | +4.3% | -1.9% | +6.2% | +0.1% |
| All | +803.5% | +215.7% | +587.8% | +618.9% |
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