+98.0%
VCIT vs EXR
+2,108.4%
-2,010.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | -0.3% | -2.6% | +2.2% | -0.2% |
| 30D | -0.8% | -7.2% | +6.4% | -0.5% |
| 3M | -1.0% | -3.5% | +2.5% | -0.9% |
| 6M | -1.8% | -5.3% | +3.5% | -1.7% |
| YTD | -0.7% | +9.4% | -10.0% | -1.1% |
| 1Y | +1.0% | +1.3% | -0.3% | +0.8% |
| 3Y | +18.8% | +22.4% | -3.6% | +17.6% |
| 5Y | +3.5% | -12.2% | +15.7% | +3.1% |
| 10Y | +29.2% | +148.6% | -119.4% | +26.6% |
| All | +98.0% | +2,108.4% | -2,010.5% | +103.3% |
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