+1,372.6%
NTAP vs EXR
+2,662.2%
-1,289.6%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -0.8% | -2.6% | +1.8% | +0.1% |
| 30D | -0.5% | -7.2% | +6.7% | +2.0% |
| 3M | +4.1% | -3.5% | +7.6% | +5.1% |
| 6M | +88.0% | -5.3% | +93.2% | +90.1% |
| YTD | +75.6% | +9.4% | +66.2% | +68.6% |
| 1Y | +58.9% | +1.3% | +57.6% | +56.3% |
| 3Y | +153.6% | +22.4% | +131.2% | +127.0% |
| 5Y | +127.6% | -12.2% | +139.9% | +124.7% |
| 10Y | +580.4% | +148.6% | +431.8% | +332.8% |
| All | +1,372.6% | +2,662.2% | -1,289.6% | +234.5% |
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