+175.4%
NTRA vs EXR
-1.8%
+177.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | -19.2% | +18.2% | -37.4% | -24.2% |
| 3M | +2.7% | +7.3% | -4.7% | -0.2% |
| 6M | +63.4% | +13.8% | +49.5% | +54.5% |
| YTD | +39.3% | +25.9% | +13.4% | +25.7% |
| 1Y | +59.0% | +25.8% | +33.2% | +43.4% |
| 3Y | +557.4% | +53.7% | +503.7% | +417.6% |
| All | +175.4% | -1.8% | +177.2% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling