+413.7%
NVT vs EXR
-11.7%
+425.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -1.7% |
| 7D | +7.0% | -3.1% | +10.1% | +8.0% |
| 30D | -2.3% | -7.5% | +5.2% | -0.1% |
| 3M | -3.1% | -7.5% | +4.4% | -1.4% |
| 6M | +47.0% | -5.2% | +52.2% | +48.0% |
| YTD | +56.2% | +6.5% | +49.7% | +51.2% |
| 1Y | +74.5% | -2.0% | +76.6% | +73.0% |
| 3Y | +184.0% | +21.5% | +162.5% | +151.9% |
| All | +413.7% | -11.7% | +425.4% | +400.7% |
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