+68.4%
NVTS vs EXR
+53.9%
+14.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.6% | +10.7% | +11.0% |
| 7D | +20.8% | +2.7% | +18.1% | +19.7% |
| 30D | -11.1% | +18.9% | -30.1% | -17.4% |
| 3M | -31.0% | +8.4% | -39.4% | -33.4% |
| 6M | -47.4% | +14.3% | -61.7% | -51.1% |
| YTD | +34.2% | +27.2% | +6.9% | +15.5% |
| 1Y | +22.2% | +25.9% | -3.7% | +5.3% |
| 3Y | +68.4% | +54.6% | +13.7% | +18.0% |
| All | +68.4% | +53.9% | +14.5% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling