+1,878.9%
NEE vs EXR
+3,090.1%
-1,211.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +2.3% | +1.7% | +0.6% | +1.8% |
| 30D | +11.5% | +18.0% | -6.6% | +6.1% |
| 3M | +2.6% | +9.7% | -7.0% | -0.2% |
| 6M | -6.0% | +13.4% | -19.4% | -9.6% |
| YTD | +9.8% | +26.3% | -16.5% | +2.0% |
| 1Y | +4.7% | +27.6% | -22.9% | -3.0% |
| 3Y | +71.0% | +52.2% | +18.9% | +48.7% |
| 5Y | +15.8% | -1.1% | +16.9% | +12.4% |
| 10Y | +287.3% | +216.8% | +70.5% | +170.0% |
| All | +1,878.9% | +3,090.1% | -1,211.2% | +650.2% |
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