+2,490.2%
NVDL vs EXR
-1.3%
+2,491.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.3% |
| 7D | -10.3% | -1.2% | -9.2% | -10.2% |
| 30D | -7.1% | -6.2% | -0.9% | -6.3% |
| 3M | +6.6% | -7.4% | +14.0% | +7.5% |
| 6M | +21.1% | -0.5% | +21.6% | +20.4% |
| YTD | +15.2% | +8.1% | +7.1% | +12.9% |
| 1Y | +18.8% | -2.9% | +21.7% | +18.6% |
| 3Y | +649.9% | +22.9% | +627.0% | +558.5% |
| All | +2,490.2% | -1.3% | +2,491.5% | +2,380.5% |
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