-9.4%
NVTS vs EXR
-10.4%
+1.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.0% |
| 7D | +3.5% | -3.1% | +6.6% | +5.1% |
| 30D | -11.9% | -7.5% | -4.4% | -8.4% |
| 3M | -49.2% | -7.5% | -41.7% | -47.9% |
| 6M | +38.4% | -5.2% | +43.6% | +39.1% |
| YTD | +62.5% | +6.5% | +56.0% | +51.9% |
| 1Y | +101.4% | -2.0% | +103.4% | +98.2% |
| 3Y | +40.4% | +21.5% | +18.9% | +16.7% |
| All | -9.4% | -10.4% | +1.0% | -0.8% |
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