+4.1%
VCIT vs EXR
-1.8%
+5.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.4% |
| 30D | +0.6% | +18.2% | -17.6% | -0.9% |
| 3M | -2.2% | +7.3% | -9.6% | -2.9% |
| 6M | -2.3% | +13.8% | -16.1% | -3.5% |
| YTD | -2.2% | +25.9% | -28.1% | -4.4% |
| 1Y | -1.4% | +25.8% | -27.2% | -3.6% |
| 3Y | +18.7% | +53.7% | -35.0% | +13.5% |
| All | +4.1% | -1.8% | +5.8% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling