+102.7%
NOK vs EXR
-13.9%
+116.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +1.7% |
| 7D | +9.3% | -3.1% | +12.4% | +10.2% |
| 30D | +17.9% | -7.5% | +25.4% | +20.1% |
| 3M | -22.3% | -7.5% | -14.8% | -21.2% |
| 6M | +36.4% | -5.2% | +41.6% | +37.0% |
| YTD | +66.3% | +6.5% | +59.8% | +61.3% |
| 1Y | +134.4% | -2.0% | +136.4% | +132.4% |
| 3Y | +186.6% | +21.5% | +165.1% | +159.5% |
| 5Y | +102.7% | -11.5% | +114.2% | +99.0% |
| All | +102.7% | -13.9% | +116.6% | +99.0% |
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