+10.9%
NEE vs EXR
-10.8%
+21.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -0.2% | -6.9% | +6.7% | +2.4% |
| 3M | +0.5% | -3.0% | +3.5% | +1.5% |
| 6M | -6.5% | -2.9% | -3.6% | -5.8% |
| YTD | +6.7% | +9.3% | -2.6% | +2.8% |
| 1Y | +23.6% | -0.9% | +24.5% | +23.2% |
| 3Y | +37.1% | +24.7% | +12.4% | +23.6% |
| 5Y | +10.9% | -11.7% | +22.6% | +12.8% |
| All | +10.9% | -10.8% | +21.7% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling