-15.8%
VCLT vs EXR
-0.9%
-14.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.6% | -1.1% | +0.6% | -0.4% |
| 30D | +2.8% | +18.8% | -16.0% | -0.1% |
| 3M | -0.4% | +9.9% | -10.3% | -2.0% |
| 6M | -3.1% | +12.6% | -15.7% | -5.2% |
| YTD | -2.7% | +26.5% | -29.2% | -6.7% |
| 1Y | -3.7% | +24.5% | -28.2% | -7.5% |
| 3Y | +15.6% | +52.4% | -36.8% | +6.5% |
| 5Y | -15.8% | -1.5% | -14.2% | -16.7% |
| All | -15.8% | -0.9% | -14.9% | -16.7% |
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 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