+223.7%
VFC vs EXR
+3,094.9%
-2,871.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +11.2% | +5.2% | +6.0% | +8.9% |
| 30D | +41.5% | +20.9% | +20.6% | +30.8% |
| 3M | +38.9% | +7.7% | +31.2% | +34.8% |
| 6M | +6.1% | +13.2% | -7.0% | +0.8% |
| YTD | +14.5% | +26.5% | -11.9% | +3.8% |
| 1Y | +46.0% | +27.2% | +18.8% | +32.1% |
| 3Y | +36.4% | +71.5% | -35.2% | +10.7% |
| 5Y | -67.5% | +0.4% | -67.9% | -68.3% |
| 10Y | -45.8% | +225.2% | -271.0% | -67.3% |
| All | +223.7% | +3,094.9% | -2,871.2% | -26.5% |
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