+15,341.6%
NVDA vs EXR
+151.1%
+15,190.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | +0.8% | -6.9% | +7.7% | +3.0% |
| 3M | +8.2% | -3.0% | +11.2% | +8.8% |
| 6M | +27.1% | -2.9% | +30.0% | +27.5% |
| YTD | +21.2% | +9.3% | +11.9% | +16.7% |
| 1Y | +34.3% | -0.9% | +35.2% | +33.0% |
| 3Y | +396.3% | +24.7% | +371.6% | +331.8% |
| 5Y | +913.8% | -11.7% | +925.5% | +911.1% |
| All | +15,341.6% | +151.1% | +15,190.5% | +11,579.5% |
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