+670.2%
NTRS vs EXR
+2,606.7%
-1,936.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.1% |
| 7D | +0.3% | -3.2% | +3.5% | +1.9% |
| 30D | +0.2% | -6.9% | +7.0% | +3.6% |
| 3M | +13.2% | -7.8% | +21.0% | +17.2% |
| 6M | +36.9% | -4.9% | +41.8% | +39.1% |
| YTD | +39.1% | +7.2% | +32.0% | +32.8% |
| 1Y | +50.4% | -1.5% | +52.0% | +49.2% |
| 3Y | +166.8% | +22.3% | +144.5% | +130.9% |
| 5Y | +92.9% | -10.9% | +103.8% | +88.5% |
| 10Y | +255.7% | +149.5% | +106.2% | +88.5% |
| All | +670.2% | +2,606.7% | -1,936.5% | -3.6% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling