+1,723.2%
NTRA vs EXR
+217.6%
+1,505.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +0.6% | -2.6% | +3.1% | +1.4% |
| 30D | +19.5% | -7.2% | +26.7% | +22.4% |
| 3M | +47.8% | -3.5% | +51.3% | +48.9% |
| 6M | +61.6% | -5.3% | +66.9% | +64.0% |
| YTD | +43.3% | +9.4% | +33.9% | +38.0% |
| 1Y | +97.0% | +1.3% | +95.7% | +94.1% |
| 3Y | +424.9% | +22.4% | +402.5% | +374.1% |
| 5Y | +165.2% | -12.2% | +177.4% | +167.9% |
| 10Y | +3,114.3% | +148.6% | +2,965.7% | +2,496.2% |
| All | +1,723.2% | +217.6% | +1,505.6% | +1,181.5% |
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