+728.4%
VGT vs EXR
+216.3%
+512.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -9.5% | +18.2% | -27.7% | -14.1% |
| 3M | -9.5% | +7.3% | -16.8% | -11.6% |
| 6M | -1.8% | +13.8% | -15.6% | -6.3% |
| YTD | +18.4% | +25.9% | -7.5% | +8.9% |
| 1Y | +18.7% | +25.8% | -7.1% | +9.1% |
| 3Y | +103.8% | +53.7% | +50.1% | +69.3% |
| 5Y | +104.4% | -1.8% | +106.1% | +96.6% |
| All | +728.4% | +216.3% | +512.1% | +498.6% |
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