+72.7%
NEM vs EXR
+1.1%
+71.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | +23.1% | -7.2% | +30.3% | +25.6% |
| 3M | +18.5% | -3.5% | +22.0% | +18.6% |
| 6M | +7.8% | -5.3% | +13.1% | +7.4% |
| YTD | +29.1% | +9.4% | +19.8% | +23.3% |
| 1Y | +72.7% | +1.3% | +71.3% | +70.8% |
| All | +72.7% | +1.1% | +71.6% | +70.8% |
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 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