+110.8%
NYT vs EXR
+2,630.3%
-2,519.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.6% | -1.2% | +0.6% | -0.1% |
| 30D | +4.6% | -6.2% | +10.8% | +7.5% |
| 3M | -9.6% | -7.4% | -2.2% | -6.7% |
| 6M | -14.0% | -0.5% | -13.5% | -14.2% |
| YTD | -2.8% | +8.1% | -10.9% | -6.9% |
| 1Y | +15.6% | -2.9% | +18.5% | +15.6% |
| 3Y | +56.3% | +22.9% | +33.4% | +35.3% |
| 5Y | +39.5% | -10.2% | +49.7% | +34.5% |
| 10Y | +488.0% | +151.7% | +336.4% | +211.3% |
| All | +110.8% | +2,630.3% | -2,519.5% | -68.6% |
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