+1,245.5%
NTAP vs EXR
+3,094.9%
-1,849.4%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -15.1% | +5.2% | -20.3% | -16.6% |
| 30D | -28.1% | +20.9% | -49.0% | -32.9% |
| 3M | -11.4% | +7.7% | -19.1% | -14.0% |
| 6M | +52.2% | +13.2% | +39.0% | +44.5% |
| YTD | +60.4% | +26.5% | +33.9% | +45.9% |
| 1Y | +51.0% | +27.2% | +23.8% | +36.9% |
| 3Y | +135.6% | +71.5% | +64.0% | +86.5% |
| 5Y | +107.5% | +0.4% | +107.2% | +95.3% |
| 10Y | +608.6% | +225.2% | +383.4% | +308.6% |
| All | +1,245.5% | +3,094.9% | -1,849.4% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling