+3,032.9%
NTRA vs EXR
+149.6%
+2,883.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -0.5% | -3.2% | +2.7% | +0.7% |
| 30D | +4.3% | -6.9% | +11.2% | +6.9% |
| 3M | +50.6% | -7.8% | +58.4% | +54.4% |
| 6M | +63.9% | -4.9% | +68.8% | +66.2% |
| YTD | +42.4% | +7.2% | +35.2% | +37.5% |
| 1Y | +92.1% | -1.5% | +93.6% | +90.8% |
| 3Y | +501.7% | +22.3% | +479.5% | +436.3% |
| 5Y | +171.4% | -10.9% | +182.4% | +173.5% |
| All | +3,032.9% | +149.6% | +2,883.3% | +2,302.9% |
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