-92.2%
NIO vs EXR
-0.3%
-91.8%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.2% |
| 7D | +5.6% | +5.2% | +0.4% | +3.0% |
| 30D | -4.2% | +20.9% | -25.1% | -12.7% |
| 3M | -26.3% | +7.7% | -34.0% | -29.1% |
| 6M | -42.5% | +13.2% | -55.7% | -46.5% |
| YTD | -33.5% | +26.5% | -60.0% | -41.7% |
| 1Y | -52.7% | +27.2% | -79.9% | -58.7% |
| 3Y | -57.5% | +71.5% | -129.0% | -70.7% |
| All | -92.2% | -0.3% | -91.8% | -93.3% |
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