+24.4%
NSC vs EXR
-0.3%
+24.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -6.6% | +5.2% | -11.8% | -8.3% |
| 30D | +2.2% | +20.9% | -18.7% | -4.5% |
| 3M | -6.2% | +7.7% | -13.9% | -8.7% |
| 6M | +1.7% | +13.2% | -11.5% | -2.9% |
| YTD | +12.2% | +26.5% | -14.3% | +2.8% |
| 1Y | +15.4% | +27.2% | -11.8% | +5.4% |
| 3Y | +73.3% | +71.5% | +1.8% | +38.6% |
| All | +24.4% | -0.3% | +24.7% | +17.6% |
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 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