+2,163.5%
NUE vs EXR
+3,081.1%
-917.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +2.8% | -0.4% | +3.2% | +3.0% |
| 30D | -2.1% | +18.2% | -20.3% | -9.4% |
| 3M | -7.3% | +7.3% | -14.7% | -10.5% |
| 6M | +8.9% | +13.8% | -5.0% | +2.2% |
| YTD | +55.6% | +25.9% | +29.7% | +39.0% |
| 1Y | +74.7% | +25.8% | +48.9% | +56.1% |
| 3Y | +71.7% | +53.7% | +18.0% | +35.0% |
| 5Y | +141.2% | -1.8% | +143.0% | +127.5% |
| 10Y | +429.6% | +214.5% | +215.0% | +167.6% |
| All | +2,163.5% | +3,081.1% | -917.5% | +234.7% |
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