+712.5%
NVT vs EXR
+115.9%
+596.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.3% |
| 7D | +2.0% | -3.2% | +5.2% | +3.1% |
| 30D | -7.2% | -6.9% | -0.3% | -5.0% |
| 3M | -0.9% | -7.8% | +6.9% | +1.1% |
| 6M | +42.6% | -4.9% | +47.5% | +43.6% |
| YTD | +52.9% | +7.2% | +45.7% | +47.5% |
| 1Y | +64.5% | -1.5% | +66.0% | +62.8% |
| 3Y | +178.0% | +22.3% | +155.7% | +146.6% |
| 5Y | +402.8% | -10.9% | +413.7% | +394.5% |
| All | +712.5% | +115.9% | +596.6% | +440.1% |
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 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