+37.2%
NEM vs EXR
+26.0%
+11.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -3.9% |
| 7D | +11.6% | +1.7% | +9.9% | +11.0% |
| 30D | +1.8% | +18.0% | -16.2% | -3.7% |
| 3M | +2.5% | +9.7% | -7.1% | -0.8% |
| 6M | +3.4% | +13.4% | -10.0% | -2.6% |
| YTD | +20.9% | +26.3% | -5.4% | +5.7% |
| 1Y | +37.2% | +27.6% | +9.6% | +19.7% |
| All | +37.2% | +26.0% | +11.2% | +19.7% |
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