+228.3%
VFC vs EXR
+3,095.3%
-2,867.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -1.4% | -1.1% | -0.2% | -0.9% |
| 30D | +30.7% | +18.8% | +11.9% | +21.8% |
| 3M | +40.6% | +9.9% | +30.7% | +35.3% |
| 6M | +16.5% | +12.6% | +3.8% | +10.8% |
| YTD | +16.2% | +26.5% | -10.3% | +5.3% |
| 1Y | +42.4% | +24.5% | +17.9% | +30.0% |
| 3Y | +48.1% | +52.4% | -4.3% | +26.3% |
| 5Y | -67.8% | -1.5% | -66.3% | -68.3% |
| 10Y | -48.5% | +216.0% | -264.4% | -68.5% |
| All | +228.3% | +3,095.3% | -2,867.0% | -25.5% |
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