+319.4%
NEM vs EXR
+144.7%
+174.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.9% |
| 7D | +3.1% | -3.1% | +6.1% | +3.8% |
| 30D | +10.0% | -7.5% | +17.5% | +12.1% |
| 3M | +30.9% | -7.5% | +38.4% | +33.0% |
| 6M | +10.5% | -5.2% | +15.7% | +11.7% |
| YTD | +29.7% | +6.5% | +23.2% | +27.3% |
| 1Y | +71.1% | -2.0% | +73.1% | +71.1% |
| 3Y | +252.1% | +21.5% | +230.6% | +232.5% |
| 5Y | +157.7% | -11.5% | +169.2% | +156.8% |
| 10Y | +319.4% | +148.0% | +171.4% | +225.2% |
| All | +319.4% | +144.7% | +174.6% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling