+195.8%
NXPI vs EXR
+147.0%
+48.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.7% | -0.7% | +1.3% | +0.9% |
| 30D | -6.6% | -6.9% | +0.3% | -4.2% |
| 3M | -25.4% | -3.0% | -22.4% | -25.0% |
| 6M | +11.9% | -2.9% | +14.9% | +12.4% |
| YTD | +4.0% | +9.3% | -5.3% | -0.1% |
| 1Y | +1.0% | -0.9% | +2.0% | +0.4% |
| 3Y | +16.3% | +24.7% | -8.4% | +5.4% |
| 5Y | +17.7% | -11.7% | +29.4% | +18.0% |
| 10Y | +195.8% | +148.4% | +47.4% | +150.1% |
| All | +195.8% | +147.0% | +48.8% | +150.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling