+77.9%
NLY vs EXR
+151.8%
-73.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.8% |
| 7D | -4.0% | -1.2% | -2.8% | -3.6% |
| 30D | -5.2% | -6.2% | +1.0% | -2.8% |
| 3M | +2.8% | -7.4% | +10.2% | +5.8% |
| 6M | +4.2% | -0.5% | +4.7% | +4.1% |
| YTD | +4.7% | +8.1% | -3.4% | +1.0% |
| 1Y | +12.7% | -2.9% | +15.6% | +13.3% |
| 3Y | +62.5% | +22.9% | +39.6% | +46.8% |
| 5Y | +26.3% | -10.2% | +36.5% | +25.3% |
| All | +77.9% | +151.8% | -73.9% | +19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling