+96.4%
NI vs EXR
-10.8%
+107.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -1.7% | -6.9% | +5.3% | +0.6% |
| 3M | -8.0% | -3.0% | -5.0% | -7.2% |
| 6M | -8.6% | -2.9% | -5.7% | -8.0% |
| YTD | +2.3% | +9.3% | -6.9% | -0.8% |
| 1Y | +6.9% | -0.9% | +7.9% | +6.7% |
| 3Y | +70.6% | +24.7% | +45.9% | +54.4% |
| 5Y | +96.4% | -11.7% | +108.1% | +98.6% |
| All | +96.4% | -10.8% | +107.2% | +98.6% |
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 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