+131.1%
NTAP vs EXR
-11.8%
+142.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -0.8% | -2.6% | +1.8% | -0.1% |
| 30D | -0.5% | -7.2% | +6.7% | +1.4% |
| 3M | +4.1% | -3.5% | +7.6% | +4.8% |
| 6M | +88.0% | -5.3% | +93.2% | +89.6% |
| YTD | +75.6% | +9.4% | +66.2% | +69.8% |
| 1Y | +58.9% | +1.3% | +57.6% | +56.7% |
| 3Y | +153.6% | +22.4% | +131.2% | +129.9% |
| All | +131.1% | -11.8% | +142.9% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling