+133.9%
NOK vs EXR
+215.7%
-81.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | +11.0% | -1.2% | +12.2% | +11.3% |
| 30D | -16.0% | +18.3% | -34.3% | -19.7% |
| 3M | -19.8% | +9.1% | -28.8% | -21.7% |
| 6M | -37.1% | +11.7% | -48.9% | -39.5% |
| YTD | +28.0% | +25.7% | +2.3% | +19.1% |
| 1Y | +17.9% | +24.9% | -7.0% | +9.9% |
| 3Y | +152.7% | +51.4% | +101.3% | +118.6% |
| 5Y | +62.3% | -1.9% | +64.2% | +55.7% |
| All | +133.9% | +215.7% | -81.8% | +69.3% |
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 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