+479.4%
NBIS vs EXR
+2.5%
+476.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -9.8% |
| 7D | -10.5% | -0.4% | -10.1% | -10.8% |
| 30D | -37.7% | +18.2% | -55.9% | -32.2% |
| 3M | -54.6% | +7.3% | -61.9% | -52.6% |
| 6M | -44.1% | +13.8% | -57.9% | -40.2% |
| YTD | +38.4% | +25.9% | +12.5% | +50.1% |
| 1Y | +30.7% | +25.8% | +4.9% | +42.0% |
| All | +479.4% | +2.5% | +476.9% | +423.0% |
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 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