+687.9%
NFLX vs EXR
+144.7%
+543.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.4% |
| 7D | -8.1% | -3.1% | -5.0% | -7.5% |
| 30D | -0.3% | -7.5% | +7.2% | +1.4% |
| 3M | -6.6% | -7.5% | +0.9% | -5.0% |
| 6M | -22.7% | -5.2% | -17.5% | -21.9% |
| YTD | -18.9% | +6.5% | -25.4% | -20.2% |
| 1Y | -39.8% | -2.0% | -37.8% | -39.8% |
| 3Y | +71.7% | +21.5% | +50.2% | +59.2% |
| 5Y | +27.2% | -11.5% | +38.7% | +27.2% |
| 10Y | +687.9% | +148.0% | +539.9% | +570.0% |
| All | +687.9% | +144.7% | +543.1% | +570.0% |
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