+1,730.1%
ENTG vs EXR
+2,662.2%
-932.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.9% |
| 7D | +2.8% | -2.6% | +5.4% | +4.5% |
| 30D | -4.7% | -7.2% | +2.5% | -0.1% |
| 3M | -0.7% | -3.5% | +2.8% | 0.0% |
| 6M | +7.7% | -5.3% | +13.0% | +9.8% |
| YTD | +65.1% | +9.4% | +55.7% | +53.1% |
| 1Y | +74.8% | +1.3% | +73.5% | +70.0% |
| 3Y | +36.9% | +22.4% | +14.5% | +14.1% |
| 5Y | +16.1% | -12.2% | +28.3% | +18.9% |
| 10Y | +740.3% | +148.6% | +591.8% | +275.4% |
| All | +1,730.1% | +2,662.2% | -932.1% | +38.0% |
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