+202.4%
VLO vs EXR
+22.7%
+179.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +5.2% | -2.6% | +7.8% | +5.5% |
| 30D | +22.6% | -7.2% | +29.8% | +23.5% |
| 3M | +43.8% | -3.5% | +47.3% | +44.1% |
| 6M | +65.7% | -5.3% | +71.0% | +66.7% |
| YTD | +131.1% | +9.4% | +121.7% | +126.3% |
| 1Y | +143.6% | +1.3% | +142.3% | +141.4% |
| All | +202.4% | +22.7% | +179.7% | +191.7% |
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 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