+743.6%
VLO vs EXR
+215.3%
+528.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | -6.5% | +2.7% | -9.2% | -7.1% |
| 30D | -17.8% | +18.9% | -36.7% | -21.2% |
| 3M | +19.6% | +8.4% | +11.2% | +17.0% |
| 6M | +49.3% | +14.3% | +35.0% | +43.8% |
| YTD | +122.4% | +27.2% | +95.1% | +107.0% |
| 1Y | +107.4% | +25.9% | +81.5% | +93.5% |
| 3Y | +223.1% | +54.6% | +168.4% | +178.0% |
| 5Y | +432.2% | -0.6% | +432.8% | +411.5% |
| 10Y | +743.6% | +208.5% | +535.1% | +456.3% |
| All | +743.6% | +215.3% | +528.4% | +456.3% |
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