+225.9%
VIK vs EXR
+7.7%
+218.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.3% |
| 7D | -0.8% | -3.1% | +2.3% | +0.6% |
| 30D | -18.0% | -7.5% | -10.5% | -15.2% |
| 3M | -5.8% | -7.5% | +1.7% | -2.8% |
| 6M | +17.2% | -5.2% | +22.4% | +19.2% |
| YTD | +19.1% | +6.5% | +12.6% | +15.4% |
| 1Y | +33.6% | -2.0% | +35.7% | +33.5% |
| All | +225.9% | +7.7% | +218.2% | +188.7% |
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 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