+124.4%
VGT vs EXR
+21.4%
+103.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.3% |
| 7D | +1.5% | -3.1% | +4.6% | +2.0% |
| 30D | +0.5% | -7.5% | +8.1% | +1.8% |
| 3M | +5.3% | -7.5% | +12.8% | +6.3% |
| 6M | +32.4% | -5.2% | +37.6% | +32.8% |
| YTD | +28.6% | +6.5% | +22.1% | +25.8% |
| 1Y | +37.6% | -2.0% | +39.7% | +36.8% |
| All | +124.4% | +21.4% | +103.0% | +113.2% |
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