+230.2%
NXT vs EXR
+12.4%
+217.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -5.7% | -1.1% | -4.6% | -5.4% |
| 30D | +18.5% | +18.8% | -0.2% | +12.7% |
| 3M | -4.1% | +9.9% | -14.0% | -6.7% |
| 6M | -20.3% | +12.6% | -33.0% | -23.6% |
| YTD | +15.5% | +26.5% | -11.0% | +5.7% |
| 1Y | -5.0% | +24.5% | -29.4% | -12.5% |
| 3Y | +191.6% | +52.4% | +139.2% | +143.0% |
| All | +230.2% | +12.4% | +217.9% | +208.7% |
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