+651.2%
NVDL vs EXR
+22.1%
+629.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.7% |
| 7D | -8.7% | -3.2% | -5.5% | -8.6% |
| 30D | -1.3% | -6.9% | +5.6% | -1.1% |
| 3M | +11.4% | -7.8% | +19.2% | +11.6% |
| 6M | +22.9% | -4.9% | +27.8% | +22.4% |
| YTD | +15.4% | +7.2% | +8.3% | +14.3% |
| 1Y | +18.8% | -1.5% | +20.3% | +18.4% |
| All | +651.2% | +22.1% | +629.1% | +595.0% |
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