+934.6%
NVDA vs EXR
-10.8%
+945.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.2% |
| 7D | +5.9% | -2.6% | +8.4% | +6.8% |
| 30D | +5.1% | -7.2% | +12.3% | +7.6% |
| 3M | +5.4% | -3.5% | +8.9% | +6.1% |
| 6M | +26.0% | -5.3% | +31.3% | +27.5% |
| YTD | +23.7% | +9.4% | +14.3% | +18.5% |
| 1Y | +34.4% | +1.3% | +33.1% | +31.7% |
| 3Y | +375.8% | +22.4% | +353.4% | +296.5% |
| All | +934.6% | -10.8% | +945.3% | +939.2% |
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 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