+253.2%
NEE vs EXR
+144.7%
+108.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.4% |
| 7D | -0.5% | -3.1% | +2.5% | +0.7% |
| 30D | -1.7% | -7.5% | +5.8% | +1.5% |
| 3M | -1.8% | -7.5% | +5.7% | +1.2% |
| 6M | -8.8% | -5.2% | -3.6% | -7.2% |
| YTD | +5.2% | +6.5% | -1.3% | +1.9% |
| 1Y | +21.3% | -2.0% | +23.4% | +21.3% |
| 3Y | +35.2% | +21.5% | +13.7% | +20.5% |
| 5Y | +10.1% | -11.5% | +21.6% | +9.8% |
| 10Y | +253.2% | +148.0% | +105.2% | +127.9% |
| All | +253.2% | +144.7% | +108.5% | +127.9% |
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