+1,076.1%
NRG vs EXR
+2,660.5%
-1,584.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +9.3% | -0.7% | +9.9% | +9.5% |
| 30D | +1.3% | -6.9% | +8.2% | +3.9% |
| 3M | -6.0% | -3.0% | -3.0% | -5.5% |
| 6M | -22.0% | -2.9% | -19.0% | -21.5% |
| YTD | -24.1% | +9.3% | -33.4% | -26.9% |
| 1Y | -18.0% | -0.9% | -17.1% | -18.5% |
| 3Y | +220.0% | +24.7% | +195.3% | +184.6% |
| 5Y | +201.1% | -11.7% | +212.8% | +197.2% |
| 10Y | +1,085.1% | +148.4% | +936.7% | +682.8% |
| All | +1,076.1% | +2,660.5% | -1,584.3% | +216.9% |
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