+231.9%
VLO vs EXR
+53.5%
+178.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +9.6% | -0.4% | +10.1% | +9.7% |
| 30D | -17.4% | +18.2% | -35.6% | -18.8% |
| 3M | +10.8% | +7.3% | +3.4% | +10.1% |
| 6M | +56.9% | +13.8% | +43.1% | +54.6% |
| YTD | +136.8% | +25.9% | +110.8% | +127.9% |
| 1Y | +120.7% | +25.8% | +94.9% | +112.4% |
| 3Y | +231.9% | +53.7% | +178.2% | +201.6% |
| All | +231.9% | +53.5% | +178.4% | +201.6% |
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