+103.4%
VCLT vs EXR
+2,108.4%
-2,005.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -0.5% | -2.6% | +2.1% | -0.3% |
| 30D | -0.9% | -7.2% | +6.3% | -0.3% |
| 3M | -3.2% | -3.5% | +0.3% | -3.0% |
| 6M | -3.8% | -5.3% | +1.5% | -3.5% |
| YTD | -2.0% | +9.4% | -11.4% | -2.7% |
| 1Y | -0.8% | +1.3% | -2.1% | -1.0% |
| 3Y | +12.3% | +22.4% | -10.1% | +10.6% |
| 5Y | -15.4% | -12.2% | -3.2% | -15.8% |
| 10Y | +15.7% | +148.6% | -132.8% | +14.3% |
| All | +103.4% | +2,108.4% | -2,005.0% | +131.6% |
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