+281.7%
NVDA vs EXR
+53.9%
+227.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.6% | -4.9% | -4.3% |
| 7D | -11.6% | +2.7% | -14.3% | -11.5% |
| 30D | -22.1% | +18.9% | -41.0% | -21.9% |
| 3M | -20.1% | +8.4% | -28.5% | -19.9% |
| 6M | -16.8% | +14.3% | -31.1% | -16.7% |
| YTD | -4.0% | +27.2% | -31.2% | -4.2% |
| 1Y | -4.8% | +25.9% | -30.7% | -5.0% |
| 3Y | +281.7% | +54.6% | +227.1% | +259.1% |
| All | +281.7% | +53.9% | +227.8% | +259.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling