+92.6%
NTR vs EXR
+118.3%
-25.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.2% |
| 7D | +8.1% | -2.6% | +10.7% | +8.9% |
| 30D | +18.8% | -7.2% | +25.9% | +21.2% |
| 3M | +16.2% | -3.5% | +19.7% | +17.1% |
| 6M | +9.8% | -5.3% | +15.1% | +10.8% |
| YTD | +30.9% | +9.4% | +21.5% | +26.4% |
| 1Y | +41.8% | +1.3% | +40.4% | +39.8% |
| 3Y | +35.8% | +22.4% | +13.4% | +23.2% |
| 5Y | +51.0% | -12.2% | +63.3% | +49.4% |
| All | +92.6% | +118.3% | -25.6% | +34.5% |
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