+1,813.8%
NEE vs EXR
+2,662.2%
-848.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +1.9% | -2.6% | +4.5% | +2.7% |
| 30D | -2.2% | -7.2% | +5.0% | 0.0% |
| 3M | -1.2% | -3.5% | +2.3% | -0.2% |
| 6M | -8.6% | -5.3% | -3.3% | -7.3% |
| YTD | +6.2% | +9.4% | -3.2% | +3.0% |
| 1Y | +21.1% | +1.3% | +19.8% | +20.0% |
| 3Y | +36.4% | +22.4% | +14.0% | +26.1% |
| 5Y | +11.4% | -12.2% | +23.6% | +11.9% |
| 10Y | +250.0% | +148.6% | +101.4% | +160.7% |
| All | +1,813.8% | +2,662.2% | -848.5% | +657.4% |
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