-77.9%
VFC vs EXR
-11.8%
-66.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.1% |
| 30D | -11.6% | -7.2% | -4.4% | -7.7% |
| 3M | -18.1% | -3.5% | -14.6% | -16.5% |
| 6M | -27.4% | -5.3% | -22.1% | -25.1% |
| YTD | -24.8% | +9.4% | -34.2% | -28.9% |
| 1Y | -8.2% | +1.3% | -9.5% | -9.2% |
| 3Y | -29.1% | +22.4% | -51.5% | -35.7% |
| All | -77.9% | -11.8% | -66.1% | -78.9% |
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 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