-44.1%
VG vs EXR
+13.2%
-57.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.4% | +4.6% |
| 7D | +15.1% | -1.2% | +16.3% | +14.8% |
| 30D | -4.2% | +18.3% | -22.5% | -1.0% |
| 3M | -3.1% | +9.1% | -12.2% | -1.1% |
| 6M | +0.3% | +11.7% | -11.4% | +3.0% |
| YTD | +95.5% | +25.7% | +69.8% | +97.2% |
| 1Y | +64.4% | +24.9% | +39.5% | +66.2% |
| All | -44.1% | +13.2% | -57.3% | -43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling