+121.8%
NRG vs EXR
+53.5%
+68.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +10.0% | -0.4% | +10.4% | +10.1% |
| 30D | -3.2% | +18.2% | -21.5% | -7.0% |
| 3M | -18.5% | +7.3% | -25.8% | -19.9% |
| 6M | -25.3% | +13.8% | -39.1% | -28.0% |
| YTD | -38.1% | +25.9% | -64.1% | -41.6% |
| 1Y | -40.7% | +25.8% | -66.5% | -44.0% |
| 3Y | +121.8% | +53.7% | +68.0% | +94.6% |
| All | +121.8% | +53.5% | +68.2% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling