+811.7%
ENTG vs EXR
+144.7%
+667.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.5% |
| 7D | +8.9% | -3.1% | +12.0% | +10.3% |
| 30D | -0.8% | -7.5% | +6.7% | +2.5% |
| 3M | +6.6% | -7.5% | +14.1% | +9.1% |
| 6M | +22.1% | -5.2% | +27.3% | +23.5% |
| YTD | +70.2% | +6.5% | +63.7% | +63.3% |
| 1Y | +76.7% | -2.0% | +78.7% | +75.9% |
| 3Y | +50.5% | +21.5% | +28.9% | +34.6% |
| 5Y | +21.8% | -11.5% | +33.3% | +24.3% |
| 10Y | +811.7% | +148.0% | +663.7% | +688.6% |
| All | +811.7% | +144.7% | +667.0% | +688.6% |
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