-51.4%
VG vs EXR
+14.6%
-66.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -4.1% |
| 7D | -22.0% | +6.8% | -28.8% | -20.8% |
| 30D | -14.7% | +19.6% | -34.3% | -11.7% |
| 3M | -7.1% | +8.0% | -15.1% | -5.2% |
| 6M | -11.2% | +17.2% | -28.3% | -8.3% |
| YTD | +69.8% | +27.2% | +42.6% | +71.8% |
| 1Y | +49.9% | +26.1% | +23.8% | +51.9% |
| All | -51.4% | +14.6% | -66.0% | -50.7% |
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