+590.2%
NTAP vs EXR
+147.0%
+443.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +3.3% | -0.7% | +3.9% | +3.4% |
| 30D | -0.2% | -6.9% | +6.7% | +1.7% |
| 3M | +11.4% | -3.0% | +14.4% | +12.0% |
| 6M | +88.7% | -2.9% | +91.6% | +89.1% |
| YTD | +78.9% | +9.3% | +69.6% | +73.3% |
| 1Y | +58.8% | -0.9% | +59.8% | +57.8% |
| 3Y | +153.5% | +24.7% | +128.8% | +131.1% |
| 5Y | +136.7% | -11.7% | +148.4% | +135.0% |
| 10Y | +590.2% | +148.4% | +441.8% | +425.2% |
| All | +590.2% | +147.0% | +443.2% | +425.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling