+1,874.5%
NSC vs EXR
+2,662.2%
-787.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -5.5% | -2.6% | -3.0% | -4.5% |
| 30D | -3.2% | -7.2% | +4.0% | -0.3% |
| 3M | +7.7% | -3.5% | +11.2% | +9.1% |
| 6M | +4.5% | -5.3% | +9.8% | +6.4% |
| YTD | +15.6% | +9.4% | +6.2% | +11.0% |
| 1Y | +19.8% | +1.3% | +18.5% | +18.2% |
| 3Y | +70.1% | +22.4% | +47.7% | +52.3% |
| 5Y | +46.1% | -12.2% | +58.4% | +45.6% |
| 10Y | +328.1% | +148.6% | +179.5% | +168.8% |
| All | +1,874.5% | +2,662.2% | -787.7% | +305.7% |
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