+338.7%
NLY vs EXR
+2,590.4%
-2,251.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.6% |
| 7D | -0.4% | -3.1% | +2.6% | +0.9% |
| 30D | -1.3% | -7.5% | +6.2% | +2.2% |
| 3M | +7.6% | -7.5% | +15.1% | +11.2% |
| 6M | +8.9% | -5.2% | +14.1% | +11.1% |
| YTD | +8.1% | +6.5% | +1.6% | +4.5% |
| 1Y | +15.8% | -2.0% | +17.8% | +15.9% |
| 3Y | +70.2% | +21.5% | +48.6% | +51.9% |
| 5Y | +30.0% | -11.5% | +41.5% | +29.7% |
| 10Y | +86.8% | +148.0% | -61.2% | +10.6% |
| All | +338.7% | +2,590.4% | -2,251.8% | -21.6% |
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 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