-6.3%
NVTS vs EXR
-8.1%
+1.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +9.7% | -0.7% | +10.4% | +10.0% |
| 30D | -13.6% | -6.9% | -6.7% | -10.4% |
| 3M | -51.0% | -3.0% | -48.0% | -51.1% |
| 6M | +46.3% | -2.9% | +49.3% | +45.3% |
| YTD | +68.1% | +9.3% | +58.8% | +55.1% |
| 1Y | +113.9% | -0.9% | +114.8% | +109.4% |
| 3Y | +45.3% | +24.7% | +20.6% | +19.1% |
| All | -6.3% | -8.1% | +1.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling