+105.6%
NTAP vs EXR
-0.3%
+106.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -15.1% | +5.2% | -20.3% | -16.2% |
| 30D | -28.1% | +20.9% | -49.0% | -31.7% |
| 3M | -11.4% | +7.7% | -19.1% | -13.3% |
| 6M | +52.2% | +13.2% | +39.0% | +46.5% |
| YTD | +60.4% | +26.5% | +33.9% | +48.9% |
| 1Y | +51.0% | +27.2% | +23.8% | +39.8% |
| 3Y | +135.6% | +71.5% | +64.0% | +91.3% |
| All | +105.6% | -0.3% | +106.0% | +95.0% |
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