+2,244.6%
NUE vs EXR
+3,075.0%
-830.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | +6.1% | -1.2% | +7.3% | +6.7% |
| 30D | +2.7% | +18.3% | -15.6% | -4.9% |
| 3M | -3.8% | +9.1% | -12.9% | -7.8% |
| 6M | +14.0% | +11.7% | +2.3% | +7.9% |
| YTD | +61.2% | +25.7% | +35.5% | +44.1% |
| 1Y | +77.8% | +24.9% | +52.9% | +59.4% |
| 3Y | +78.2% | +51.4% | +26.7% | +41.1% |
| 5Y | +149.8% | -1.9% | +151.8% | +135.9% |
| 10Y | +448.6% | +214.0% | +234.6% | +177.4% |
| All | +2,244.6% | +3,075.0% | -830.4% | +247.0% |
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