+659.9%
NTRS vs EXR
+2,590.4%
-1,930.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.1% |
| 7D | +0.9% | -3.1% | +3.9% | +2.4% |
| 30D | -1.2% | -7.5% | +6.3% | +2.5% |
| 3M | +8.8% | -7.5% | +16.3% | +12.5% |
| 6M | +34.7% | -5.2% | +39.9% | +37.0% |
| YTD | +37.2% | +6.5% | +30.7% | +31.4% |
| 1Y | +46.3% | -2.0% | +48.4% | +45.4% |
| 3Y | +163.2% | +21.5% | +141.7% | +128.5% |
| 5Y | +86.9% | -11.5% | +98.4% | +83.3% |
| 10Y | +250.9% | +148.0% | +102.9% | +86.6% |
| All | +659.9% | +2,590.4% | -1,930.5% | -4.6% |
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 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