-24.4%
VFC vs EXR
+24.9%
-49.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.3% |
| 7D | -1.6% | -2.6% | +1.0% | +0.4% |
| 30D | -11.6% | -7.2% | -4.4% | -6.4% |
| 3M | -18.1% | -3.5% | -14.6% | -16.0% |
| 6M | -27.4% | -5.3% | -22.1% | -24.5% |
| YTD | -24.8% | +9.4% | -34.2% | -30.6% |
| 1Y | -8.2% | +1.3% | -9.5% | -9.9% |
| All | -24.4% | +24.9% | -49.3% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling