-7.8%
NVTS vs EXR
-8.0%
+0.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.9% |
| 7D | +2.7% | -2.6% | +5.3% | +4.0% |
| 30D | -4.5% | -7.2% | +2.7% | -0.8% |
| 3M | -61.5% | -3.5% | -58.0% | -61.5% |
| 6M | +28.0% | -5.3% | +33.3% | +29.0% |
| YTD | +65.3% | +9.4% | +55.9% | +52.4% |
| 1Y | +113.0% | +1.3% | +111.7% | +105.7% |
| 3Y | +34.7% | +22.4% | +12.3% | +11.7% |
| All | -7.8% | -8.0% | +0.2% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling