+4.3%
NEE vs EXR
+25.3%
-21.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -2.1% | -0.4% | -1.7% | -1.9% |
| 30D | +8.6% | +18.2% | -9.6% | +2.2% |
| 3M | -0.3% | +7.3% | -7.6% | -3.2% |
| 6M | -8.9% | +13.8% | -22.8% | -13.4% |
| YTD | +8.3% | +25.9% | -17.6% | -0.7% |
| 1Y | +4.3% | +25.8% | -21.5% | -4.6% |
| All | +4.3% | +25.3% | -21.0% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling