+1,065.2%
NRG vs EXR
+151.8%
+913.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.2% |
| 30D | -6.0% | -6.2% | +0.2% | -3.7% |
| 3M | -8.0% | -7.4% | -0.5% | -5.8% |
| 6M | -23.2% | -0.5% | -22.6% | -23.4% |
| YTD | -28.1% | +8.1% | -36.1% | -30.6% |
| 1Y | -27.3% | -2.9% | -24.4% | -27.1% |
| 3Y | +208.7% | +22.9% | +185.7% | +171.1% |
| 5Y | +197.7% | -10.2% | +207.8% | +190.6% |
| All | +1,065.2% | +151.8% | +913.4% | +572.8% |
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