+859.3%
NRG vs EXR
+3,081.1%
-2,221.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +10.0% | -0.4% | +10.4% | +10.2% |
| 30D | -3.2% | +18.2% | -21.5% | -9.2% |
| 3M | -18.5% | +7.3% | -25.8% | -20.9% |
| 6M | -25.3% | +13.8% | -39.1% | -29.3% |
| YTD | -38.1% | +25.9% | -64.1% | -43.5% |
| 1Y | -40.7% | +25.8% | -66.5% | -45.9% |
| 3Y | +121.8% | +53.7% | +68.0% | +82.9% |
| 5Y | +209.2% | -1.8% | +211.0% | +193.7% |
| 10Y | +981.4% | +214.5% | +766.8% | +555.1% |
| All | +859.3% | +3,081.1% | -2,221.8% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling