+16.4%
VCLT vs EXR
+151.8%
-135.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -1.4% | -1.2% | -0.2% | -1.2% |
| 30D | -1.2% | -6.2% | +5.0% | -0.4% |
| 3M | -4.8% | -7.4% | +2.6% | -3.9% |
| 6M | -2.6% | -0.5% | -2.0% | -2.6% |
| YTD | -3.3% | +8.1% | -11.4% | -4.4% |
| 1Y | -4.8% | -2.9% | -1.9% | -4.7% |
| 3Y | +11.5% | +22.9% | -11.4% | +8.1% |
| 5Y | -17.0% | -10.2% | -6.8% | -17.6% |
| All | +16.4% | +151.8% | -135.4% | +6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling