+153.4%
NEM vs EXR
-10.8%
+164.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +3.9% | -0.7% | +4.5% | +4.1% |
| 30D | +12.7% | -6.9% | +19.7% | +15.0% |
| 3M | +28.7% | -3.0% | +31.6% | +29.3% |
| 6M | +9.8% | -2.9% | +12.7% | +10.3% |
| YTD | +28.1% | +9.3% | +18.8% | +24.2% |
| 1Y | +69.3% | -0.9% | +70.3% | +68.6% |
| 3Y | +247.7% | +24.7% | +223.0% | +222.1% |
| 5Y | +153.4% | -11.7% | +165.1% | +155.2% |
| All | +153.4% | -10.8% | +164.2% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling