+900.2%
VLO vs EXR
+147.0%
+753.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +5.8% | -0.7% | +6.4% | +5.9% |
| 30D | +28.3% | -6.9% | +35.3% | +30.5% |
| 3M | +48.7% | -3.0% | +51.7% | +49.5% |
| 6M | +71.9% | -2.9% | +74.9% | +72.0% |
| YTD | +138.7% | +9.3% | +129.4% | +131.0% |
| 1Y | +148.5% | -0.9% | +149.4% | +146.3% |
| 3Y | +192.7% | +24.7% | +168.0% | +166.5% |
| 5Y | +601.6% | -11.7% | +613.3% | +591.3% |
| 10Y | +900.2% | +148.4% | +751.8% | +586.2% |
| All | +900.2% | +147.0% | +753.2% | +586.2% |
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 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