+146.8%
NUE vs EXR
-13.9%
+160.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.2% |
| 30D | -6.1% | -7.5% | +1.4% | -3.5% |
| 3M | +1.7% | -7.5% | +9.2% | +4.4% |
| 6M | +53.1% | -5.2% | +58.3% | +55.5% |
| YTD | +59.0% | +6.5% | +52.5% | +54.8% |
| 1Y | +85.3% | -2.0% | +87.4% | +85.3% |
| 3Y | +63.2% | +21.5% | +41.7% | +45.3% |
| 5Y | +146.8% | -11.5% | +158.3% | +143.6% |
| All | +146.8% | -13.9% | +160.7% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling