+1.0%
EXR vs VT
+53.2%
-52.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +2.7% |
| 7D | +6.8% | -4.2% | +11.0% | +10.4% |
| 30D | +19.6% | -5.8% | +25.4% | +25.2% |
| 3M | +8.0% | -5.2% | +13.2% | +12.5% |
| 6M | +17.2% | +0.1% | +17.0% | +15.9% |
| YTD | +27.2% | +8.2% | +19.0% | +17.5% |
| 1Y | +26.1% | +10.1% | +15.9% | +14.6% |
| 3Y | +70.7% | +69.7% | +1.0% | +3.4% |
| 5Y | +1.0% | +53.4% | -52.4% | -32.8% |
| All | +1.0% | +53.2% | -52.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling