+158.3%
VEA vs EXR
+149.6%
+8.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.1% | -3.2% | +1.1% | -1.3% |
| 30D | -1.1% | -6.9% | +5.8% | +0.7% |
| 3M | +5.1% | -7.8% | +12.9% | +7.0% |
| 6M | +9.8% | -4.9% | +14.7% | +10.8% |
| YTD | +15.9% | +7.2% | +8.8% | +13.5% |
| 1Y | +24.6% | -1.5% | +26.1% | +24.3% |
| 3Y | +75.5% | +22.3% | +53.3% | +63.4% |
| 5Y | +59.4% | -10.9% | +70.3% | +58.0% |
| All | +158.3% | +149.6% | +8.7% | +106.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling