+1,817.5%
NSC vs EXR
+3,094.9%
-1,277.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -6.6% | +5.2% | -11.8% | -8.5% |
| 30D | +2.2% | +20.9% | -18.7% | -5.2% |
| 3M | -6.2% | +7.7% | -13.9% | -9.0% |
| 6M | +1.7% | +13.2% | -11.5% | -3.5% |
| YTD | +12.2% | +26.5% | -14.3% | +1.7% |
| 1Y | +15.4% | +27.2% | -11.8% | +4.3% |
| 3Y | +73.3% | +71.5% | +1.8% | +35.7% |
| 5Y | +24.7% | +0.4% | +24.3% | +18.0% |
| 10Y | +324.5% | +225.2% | +99.3% | +140.1% |
| All | +1,817.5% | +3,094.9% | -1,277.4% | +271.7% |
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 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