+1,685.6%
EXR vs VT
+374.2%
+1,311.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.6% | +0.4% | -3.0% | -3.0% |
| 30D | -7.2% | +1.0% | -8.2% | -8.1% |
| 3M | -3.5% | +2.4% | -5.9% | -6.2% |
| 6M | -5.3% | +12.0% | -17.3% | -15.5% |
| YTD | +9.4% | +15.3% | -6.0% | -5.2% |
| 1Y | +1.3% | +22.6% | -21.3% | -17.3% |
| 3Y | +22.4% | +74.7% | -52.3% | -29.2% |
| 5Y | -12.2% | +66.1% | -78.4% | -47.1% |
| 10Y | +148.6% | +225.0% | -76.4% | -29.6% |
| All | +1,685.6% | +374.2% | +1,311.4% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling