+575.6%
NUE vs EXR
+151.8%
+423.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.6% | -1.2% | +0.5% | -0.3% |
| 30D | -4.6% | -6.2% | +1.7% | -2.5% |
| 3M | -0.3% | -7.4% | +7.1% | +2.2% |
| 6M | +51.9% | -0.5% | +52.4% | +51.8% |
| YTD | +60.0% | +8.1% | +51.9% | +55.1% |
| 1Y | +82.9% | -2.9% | +85.8% | +83.5% |
| 3Y | +66.0% | +22.9% | +43.0% | +49.4% |
| 5Y | +149.0% | -10.2% | +159.1% | +147.6% |
| All | +575.6% | +151.8% | +423.8% | +394.5% |
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