+576.6%
NTAP vs EXR
+215.3%
+361.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | -5.0% | +2.7% | -7.6% | -5.6% |
| 30D | -25.8% | +18.9% | -44.7% | -29.2% |
| 3M | -6.9% | +8.4% | -15.2% | -9.0% |
| 6M | +50.0% | +14.3% | +35.7% | +43.9% |
| YTD | +66.9% | +27.2% | +39.7% | +55.0% |
| 1Y | +58.3% | +25.9% | +32.3% | +47.3% |
| 3Y | +145.1% | +54.6% | +90.5% | +110.5% |
| 5Y | +114.2% | -0.6% | +114.8% | +106.0% |
| 10Y | +576.6% | +208.5% | +368.0% | +398.5% |
| All | +576.6% | +215.3% | +361.3% | +398.5% |
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