-16.4%
VCLT vs EXR
-13.9%
-2.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.5% |
| 30D | +0.1% | -7.5% | +7.6% | +1.4% |
| 3M | -2.9% | -7.5% | +4.6% | -1.7% |
| 6M | -4.0% | -5.2% | +1.2% | -3.3% |
| YTD | -2.2% | +6.5% | -8.8% | -3.6% |
| 1Y | -2.6% | -2.0% | -0.6% | -2.7% |
| 3Y | +12.3% | +21.5% | -9.3% | +7.4% |
| 5Y | -16.4% | -11.5% | -4.9% | -17.3% |
| All | -16.4% | -13.9% | -2.5% | -17.3% |
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 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