+47.4%
NTRS vs EXR
+1.1%
+46.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -0.1% | -2.6% | +2.5% | +0.1% |
| 30D | +1.2% | -7.2% | +8.4% | +1.9% |
| 3M | +8.3% | -3.5% | +11.8% | +8.4% |
| 6M | +30.0% | -5.3% | +35.3% | +29.4% |
| YTD | +38.0% | +9.4% | +28.7% | +34.3% |
| 1Y | +47.4% | +1.3% | +46.1% | +41.4% |
| All | +47.4% | +1.1% | +46.3% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling