+356.3%
NEM vs EXR
+2,662.2%
-2,305.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.5% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +23.1% | -7.2% | +30.3% | +24.9% |
| 3M | +18.5% | -3.5% | +22.0% | +19.1% |
| 6M | +7.8% | -5.3% | +13.1% | +8.8% |
| YTD | +29.1% | +9.4% | +19.8% | +26.5% |
| 1Y | +72.7% | +1.3% | +71.3% | +71.6% |
| 3Y | +248.7% | +22.4% | +226.3% | +231.2% |
| 5Y | +148.7% | -12.2% | +160.9% | +148.7% |
| 10Y | +304.8% | +148.6% | +156.2% | +224.3% |
| All | +356.3% | +2,662.2% | -2,305.9% | +114.2% |
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 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