-98.6%
NVD vs EXR
+41.8%
-140.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.7% | +9.0% |
| 7D | +17.0% | -1.2% | +18.2% | +17.0% |
| 30D | +77.3% | +18.3% | +59.0% | +77.8% |
| 3M | +61.6% | +9.1% | +52.6% | +61.5% |
| 6M | +40.7% | +11.7% | +28.9% | +40.8% |
| YTD | -10.5% | +25.7% | -36.2% | -9.2% |
| 1Y | -6.1% | +24.9% | -31.0% | -4.9% |
| 3Y | -98.4% | +51.4% | -149.9% | -98.2% |
| All | -98.6% | +41.8% | -140.4% | -98.5% |
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