+717.0%
NVT vs EXR
+120.4%
+596.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.0% |
| 7D | +5.1% | -2.6% | +7.6% | +6.0% |
| 30D | -3.7% | -7.2% | +3.5% | -1.4% |
| 3M | -10.1% | -3.5% | -6.6% | -9.7% |
| 6M | +37.5% | -5.3% | +42.8% | +38.7% |
| YTD | +53.7% | +9.4% | +44.4% | +47.4% |
| 1Y | +70.9% | +1.3% | +69.5% | +67.6% |
| 3Y | +180.4% | +22.4% | +158.0% | +148.9% |
| 5Y | +393.5% | -12.2% | +405.7% | +388.4% |
| All | +717.0% | +120.4% | +596.6% | +439.5% |
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 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