+41.5%
NU vs EXR
-20.1%
+61.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.0% |
| 7D | -4.9% | -1.2% | -3.7% | -4.4% |
| 30D | +7.8% | -6.2% | +14.0% | +10.8% |
| 3M | +20.9% | -7.4% | +28.3% | +24.5% |
| 6M | +0.9% | -0.5% | +1.4% | +0.6% |
| YTD | -12.7% | +8.1% | -20.8% | -16.4% |
| 1Y | -6.4% | -2.9% | -3.5% | -6.4% |
| 3Y | +98.1% | +22.9% | +75.2% | +68.7% |
| All | +41.5% | -20.1% | +61.6% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling