+135.5%
VGT vs EXR
-11.6%
+147.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -0.3% | -6.9% | +6.6% | +1.8% |
| 3M | +3.4% | -3.0% | +6.3% | +3.8% |
| 6M | +35.0% | -2.9% | +37.9% | +35.3% |
| YTD | +28.8% | +9.3% | +19.5% | +23.7% |
| 1Y | +38.0% | -0.9% | +38.9% | +36.6% |
| 3Y | +125.8% | +24.7% | +101.1% | +96.9% |
| All | +135.5% | -11.6% | +147.1% | +137.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling