+499.2%
NOW vs EXR
+221.5%
+277.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.0% | +5.2% | -8.2% | -4.7% |
| 30D | -26.0% | +20.9% | -46.9% | -31.1% |
| 3M | -13.1% | +7.7% | -20.8% | -15.7% |
| 6M | +14.5% | +13.2% | +1.3% | +9.0% |
| YTD | -33.4% | +26.5% | -59.9% | -39.8% |
| 1Y | -40.6% | +27.2% | -67.8% | -46.5% |
| 3Y | -16.3% | +71.5% | -87.9% | -36.1% |
| 5Y | -26.3% | +0.4% | -26.7% | -29.7% |
| All | +499.2% | +221.5% | +277.7% | +340.4% |
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