+1,449.6%
NET vs EXR
+55.0%
+1,394.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.4% |
| 7D | -7.0% | -2.6% | -4.4% | -5.9% |
| 30D | -4.8% | -7.2% | +2.4% | -1.5% |
| 3M | +3.8% | -3.5% | +7.3% | +5.1% |
| 6M | +50.0% | -5.3% | +55.3% | +52.2% |
| YTD | +41.5% | +9.4% | +32.1% | +32.9% |
| 1Y | +32.8% | +1.3% | +31.5% | +28.9% |
| 3Y | +335.9% | +22.4% | +313.5% | +264.2% |
| 5Y | +113.8% | -12.2% | +126.1% | +116.5% |
| All | +1,449.6% | +55.0% | +1,394.6% | +1,218.6% |
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