+237.5%
VIK vs EXR
+10.5%
+227.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.9% |
| 30D | -16.7% | -6.9% | -9.8% | -14.1% |
| 3M | -1.1% | -3.0% | +1.9% | -0.1% |
| 6M | +27.8% | -2.9% | +30.8% | +28.7% |
| YTD | +23.3% | +9.3% | +14.1% | +18.2% |
| 1Y | +38.2% | -0.9% | +39.1% | +37.4% |
| All | +237.5% | +10.5% | +227.0% | +195.5% |
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 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