-74.9%
NKE vs EXR
-13.9%
-61.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.6% | -1.0% |
| 7D | -2.3% | -3.1% | +0.7% | -1.1% |
| 30D | -10.4% | -7.5% | -2.8% | -7.5% |
| 3M | -15.5% | -7.5% | -8.0% | -12.8% |
| 6M | -32.6% | -5.2% | -27.4% | -31.3% |
| YTD | -39.8% | +6.5% | -46.3% | -41.5% |
| 1Y | -47.6% | -2.0% | -45.6% | -47.4% |
| 3Y | -59.0% | +21.5% | -80.5% | -63.0% |
| 5Y | -74.9% | -11.5% | -63.4% | -74.3% |
| All | -74.9% | -13.9% | -61.1% | -74.3% |
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