+180.5%
NXT vs EXR
-2.9%
+183.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +2.9% | -0.7% | +3.6% | +3.1% |
| 30D | -17.2% | -6.9% | -10.3% | -15.5% |
| 3M | -32.0% | -3.0% | -29.0% | -31.9% |
| 6M | -15.8% | -2.9% | -12.8% | -15.9% |
| YTD | -1.9% | +9.3% | -11.2% | -6.4% |
| 1Y | +22.5% | -0.9% | +23.4% | +20.7% |
| 3Y | +100.5% | +24.7% | +75.8% | +79.7% |
| All | +180.5% | -2.9% | +183.5% | +173.5% |
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