+98.6%
VCLT vs EXR
+2,443.3%
-2,344.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.3% | -0.4% | -1.8% | -2.2% |
| 30D | +0.8% | +18.2% | -17.5% | -0.4% |
| 3M | -2.7% | +7.3% | -10.0% | -3.2% |
| 6M | -4.3% | +13.8% | -18.1% | -5.2% |
| YTD | -4.3% | +25.9% | -30.2% | -5.9% |
| 1Y | -4.4% | +25.8% | -30.2% | -6.0% |
| 3Y | +13.8% | +53.7% | -39.9% | +10.6% |
| 5Y | -17.0% | -1.8% | -15.2% | -18.1% |
| 10Y | +20.9% | +214.5% | -193.6% | +18.5% |
| All | +98.6% | +2,443.3% | -2,344.7% | +123.9% |
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