+167.2%
NTRS vs EXR
+23.2%
+144.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | +1.4% | -1.2% | +2.5% | +1.7% |
| 30D | -0.7% | -6.2% | +5.6% | +1.3% |
| 3M | +11.3% | -7.4% | +18.7% | +13.8% |
| 6M | +35.5% | -0.5% | +36.1% | +34.8% |
| YTD | +40.6% | +8.1% | +32.5% | +35.2% |
| 1Y | +49.2% | -2.9% | +52.1% | +48.9% |
| 3Y | +167.2% | +22.9% | +144.3% | +141.8% |
| All | +167.2% | +23.2% | +144.0% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling