+199.0%
VLO vs EXR
+69.9%
+129.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -13.3% | +5.2% | -18.5% | -13.7% |
| 30D | -18.3% | +20.9% | -39.2% | -19.6% |
| 3M | +14.3% | +7.7% | +6.6% | +13.7% |
| 6M | +47.6% | +13.2% | +34.5% | +45.8% |
| YTD | +116.0% | +26.5% | +89.5% | +108.8% |
| 1Y | +101.0% | +27.2% | +73.8% | +94.1% |
| 3Y | +199.0% | +71.5% | +127.5% | +184.9% |
| All | +199.0% | +69.9% | +129.1% | +184.9% |
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