+68.1%
NTAP vs EXR
+28.1%
+40.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.3% |
| 7D | -16.1% | +11.3% | -27.3% | -15.4% |
| 30D | -15.9% | +21.2% | -37.1% | -15.2% |
| 3M | -1.2% | +8.7% | -10.0% | -0.4% |
| 6M | +70.1% | +18.2% | +51.8% | +69.7% |
| YTD | +77.9% | +27.9% | +50.0% | +72.9% |
| 1Y | +68.1% | +28.3% | +39.8% | +62.9% |
| All | +68.1% | +28.1% | +40.1% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling