+56.3%
NYT vs EXR
+23.2%
+33.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -0.6% | -1.2% | +0.6% | -0.4% |
| 30D | +4.6% | -6.2% | +10.8% | +5.8% |
| 3M | -9.6% | -7.4% | -2.2% | -8.3% |
| 6M | -14.0% | -0.5% | -13.5% | -13.9% |
| YTD | -2.8% | +8.1% | -10.9% | -4.3% |
| 1Y | +15.6% | -2.9% | +18.5% | +16.0% |
| 3Y | +56.3% | +22.9% | +33.4% | +36.0% |
| All | +56.3% | +23.2% | +33.1% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling