+4,242.9%
VLO vs EXR
+2,662.2%
+1,580.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +5.2% | -2.6% | +7.8% | +6.3% |
| 30D | +22.6% | -7.2% | +29.8% | +26.3% |
| 3M | +43.8% | -3.5% | +47.3% | +45.4% |
| 6M | +65.7% | -5.3% | +71.0% | +67.4% |
| YTD | +131.1% | +9.4% | +121.7% | +119.3% |
| 1Y | +143.6% | +1.3% | +142.3% | +137.6% |
| 3Y | +201.4% | +22.4% | +179.0% | +161.4% |
| 5Y | +568.9% | -12.2% | +581.1% | +543.7% |
| 10Y | +891.8% | +148.6% | +743.2% | +453.7% |
| All | +4,242.9% | +2,662.2% | +1,580.7% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling