+177.4%
NXT vs EXR
-2.9%
+180.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.1% | -2.6% | +1.5% | -0.4% |
| 30D | -15.3% | -7.2% | -8.1% | -13.5% |
| 3M | -43.8% | -3.5% | -40.3% | -43.6% |
| 6M | -18.7% | -5.3% | -13.4% | -18.1% |
| YTD | -3.0% | +9.4% | -12.3% | -7.5% |
| 1Y | +22.7% | +1.3% | +21.4% | +20.0% |
| 3Y | +95.9% | +22.4% | +73.5% | +76.5% |
| All | +177.4% | -2.9% | +180.3% | +170.4% |
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