+193.5%
NRG vs EXR
-10.8%
+204.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -6.0% | -6.2% | +0.2% | -4.3% |
| 3M | -8.0% | -7.4% | -0.5% | -6.3% |
| 6M | -23.2% | -0.5% | -22.6% | -23.4% |
| YTD | -28.1% | +8.1% | -36.1% | -29.9% |
| 1Y | -27.3% | -2.9% | -24.4% | -27.2% |
| 3Y | +208.7% | +22.9% | +185.7% | +180.2% |
| All | +193.5% | -10.8% | +204.3% | +192.4% |
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 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