+423.4%
NFLX vs EXR
+215.3%
+208.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | +2.6% | +2.7% | -0.1% | +2.0% |
| 30D | -9.0% | +18.9% | -28.0% | -12.5% |
| 3M | -13.7% | +8.4% | -22.1% | -15.3% |
| 6M | -26.9% | +14.3% | -41.2% | -29.1% |
| YTD | -31.8% | +27.2% | -59.0% | -35.5% |
| 1Y | -42.1% | +25.9% | -68.0% | -45.1% |
| 3Y | +47.0% | +54.6% | -7.7% | +28.5% |
| 5Y | -2.5% | -0.6% | -1.9% | -5.1% |
| 10Y | +423.4% | +208.5% | +214.9% | +321.8% |
| All | +423.4% | +215.3% | +208.1% | +321.8% |
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