+1,055.3%
NI vs EXR
+2,662.2%
-1,606.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | +2.0% | -2.6% | +4.6% | +2.9% |
| 30D | -3.5% | -7.2% | +3.6% | -1.2% |
| 3M | -9.1% | -3.5% | -5.6% | -8.2% |
| 6M | -11.8% | -5.3% | -6.5% | -10.5% |
| YTD | +1.1% | +9.4% | -8.3% | -2.1% |
| 1Y | +6.7% | +1.3% | +5.4% | +5.6% |
| 3Y | +71.1% | +22.4% | +48.7% | +56.0% |
| 5Y | +94.3% | -12.2% | +106.5% | +93.9% |
| 10Y | +135.8% | +148.6% | -12.8% | +67.7% |
| All | +1,055.3% | +2,662.2% | -1,606.9% | +300.7% |
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