-99.2%
NVD vs EXR
+20.2%
-119.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +1.8% |
| 7D | +0.5% | -3.1% | +3.6% | +0.4% |
| 30D | -9.3% | -7.5% | -1.8% | -9.6% |
| 3M | -22.1% | -7.5% | -14.6% | -22.4% |
| 6M | -45.8% | -5.2% | -40.6% | -45.6% |
| YTD | -46.7% | +6.5% | -53.2% | -46.1% |
| 1Y | -59.5% | -2.0% | -57.4% | -59.4% |
| 3Y | -99.2% | +21.5% | -120.7% | -99.1% |
| All | -99.2% | +20.2% | -119.3% | -99.1% |
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 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