+302.5%
NSC vs EXR
+215.3%
+87.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.6% |
| 7D | -5.4% | +2.7% | -8.0% | -6.3% |
| 30D | +2.9% | +18.9% | -16.0% | -3.4% |
| 3M | -2.2% | +8.4% | -10.5% | -5.1% |
| 6M | +5.3% | +14.3% | -9.0% | 0.0% |
| YTD | +14.8% | +27.2% | -12.5% | +4.6% |
| 1Y | +16.6% | +25.9% | -9.4% | +6.6% |
| 3Y | +78.6% | +54.6% | +24.0% | +48.2% |
| 5Y | +27.2% | -0.6% | +27.8% | +21.6% |
| 10Y | +302.5% | +208.5% | +94.0% | +176.6% |
| All | +302.5% | +215.3% | +87.3% | +176.6% |
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 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