-47.4%
NKE vs EXR
+1.1%
-48.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.4% |
| 7D | -2.0% | -2.6% | +0.6% | -0.8% |
| 30D | -8.6% | -7.2% | -1.4% | -5.5% |
| 3M | -11.0% | -3.5% | -7.5% | -9.5% |
| 6M | -33.2% | -5.3% | -27.9% | -31.5% |
| YTD | -38.1% | +9.4% | -47.5% | -40.8% |
| 1Y | -47.4% | +1.3% | -48.7% | -48.9% |
| All | -47.4% | +1.1% | -48.4% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling