+7,836.4%
NVDA vs EXR
+216.3%
+7,620.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -0.4% | -12.3% | -12.6% |
| 30D | -26.4% | +18.2% | -44.6% | -30.1% |
| 3M | -27.6% | +7.3% | -35.0% | -29.3% |
| 6M | -27.7% | +13.8% | -41.6% | -30.9% |
| YTD | -12.5% | +25.9% | -38.4% | -19.3% |
| 1Y | -12.6% | +25.8% | -38.4% | -19.6% |
| 3Y | +235.9% | +53.7% | +182.2% | +172.7% |
| 5Y | +438.2% | -1.8% | +440.0% | +418.9% |
| All | +7,836.4% | +216.3% | +7,620.1% | +5,963.2% |
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