+127.6%
NOK vs EXR
+149.6%
-22.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +8.7% | -3.2% | +11.9% | +9.6% |
| 30D | +12.5% | -6.9% | +19.4% | +14.5% |
| 3M | -20.7% | -7.8% | -12.9% | -19.5% |
| 6M | +36.2% | -4.9% | +41.0% | +36.9% |
| YTD | +64.1% | +7.2% | +57.0% | +59.3% |
| 1Y | +132.4% | -1.5% | +133.9% | +130.4% |
| 3Y | +182.9% | +22.3% | +160.6% | +158.5% |
| 5Y | +102.8% | -10.9% | +113.7% | +99.4% |
| All | +127.6% | +149.6% | -22.0% | +68.9% |
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 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