+710.0%
NVS vs EXR
+3,075.0%
-2,365.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | +12.5% | +18.3% | -5.8% | +9.0% |
| 3M | +5.2% | +9.1% | -3.9% | +3.5% |
| 6M | +8.2% | +11.7% | -3.6% | +5.8% |
| YTD | +19.8% | +25.7% | -5.9% | +14.6% |
| 1Y | +24.8% | +24.9% | -0.1% | +19.5% |
| 3Y | +90.0% | +51.4% | +38.6% | +74.1% |
| 5Y | +134.3% | -1.9% | +136.2% | +128.6% |
| 10Y | +250.8% | +214.0% | +36.9% | +170.4% |
| All | +710.0% | +3,075.0% | -2,365.0% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling