+33.1%
NSC vs EXR
-0.9%
+34.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | +3.9% | +18.8% | -14.8% | -2.2% |
| 3M | -0.8% | +9.9% | -10.7% | -4.1% |
| 6M | +7.1% | +12.6% | -5.5% | +2.4% |
| YTD | +16.4% | +26.5% | -10.1% | +6.6% |
| 1Y | +16.9% | +24.5% | -7.6% | +7.6% |
| 3Y | +78.4% | +52.4% | +26.0% | +49.2% |
| 5Y | +33.1% | -1.5% | +34.6% | +26.7% |
| All | +33.1% | -0.9% | +34.0% | +26.7% |
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