+101.4%
NVTS vs EXR
-2.8%
+104.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -3.3% |
| 7D | +3.5% | -3.1% | +6.6% | +3.5% |
| 30D | -11.9% | -7.5% | -4.4% | -11.8% |
| 3M | -49.2% | -7.5% | -41.7% | -49.5% |
| 6M | +38.4% | -5.2% | +43.6% | +32.2% |
| YTD | +62.5% | +6.5% | +56.0% | +40.0% |
| 1Y | +101.4% | -2.0% | +103.4% | +107.7% |
| All | +101.4% | -2.8% | +104.2% | +107.7% |
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 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