+2,241.9%
NUE vs EXR
+2,662.2%
-420.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +4.2% | -2.6% | +6.8% | +5.4% |
| 30D | -5.0% | -7.2% | +2.2% | -1.8% |
| 3M | -0.2% | -3.5% | +3.3% | +1.2% |
| 6M | +49.1% | -5.3% | +54.4% | +52.3% |
| YTD | +61.0% | +9.4% | +51.6% | +53.7% |
| 1Y | +82.5% | +1.3% | +81.2% | +79.8% |
| 3Y | +57.9% | +22.4% | +35.5% | +37.6% |
| 5Y | +146.6% | -12.2% | +158.8% | +144.6% |
| 10Y | +561.6% | +148.6% | +413.0% | +273.4% |
| All | +2,241.9% | +2,662.2% | -420.3% | +270.1% |
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