+13.1%
NVTS vs EXR
+25.3%
-12.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.3% |
| 7D | +3.9% | -0.4% | +4.4% | +3.8% |
| 30D | -4.3% | +18.2% | -22.5% | -0.5% |
| 3M | -34.5% | +7.3% | -41.8% | -33.4% |
| 6M | -57.7% | +13.8% | -71.6% | -57.2% |
| YTD | +25.4% | +25.9% | -0.6% | +13.8% |
| 1Y | +13.1% | +25.8% | -12.7% | +2.9% |
| All | +13.1% | +25.3% | -12.1% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling