+90.2%
NTR vs EXR
+115.7%
-25.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | +16.8% | -6.2% | +23.0% | +18.8% |
| 3M | +20.7% | -7.4% | +28.1% | +23.1% |
| 6M | +0.5% | -0.5% | +1.1% | +0.1% |
| YTD | +29.2% | +8.1% | +21.1% | +25.2% |
| 1Y | +39.6% | -2.9% | +42.5% | +39.4% |
| 3Y | +37.9% | +22.9% | +14.9% | +24.8% |
| 5Y | +47.1% | -10.2% | +57.2% | +44.4% |
| All | +90.2% | +115.7% | -25.6% | +33.2% |
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