+25.3%
VLTO vs EXR
+33.0%
-7.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -2.3% | -2.6% | +0.3% | -1.6% |
| 30D | -0.9% | -7.2% | +6.3% | +1.3% |
| 3M | +13.8% | -3.5% | +17.3% | +15.1% |
| 6M | +2.0% | -5.3% | +7.3% | +3.4% |
| YTD | -3.2% | +9.4% | -12.5% | -6.1% |
| 1Y | -9.2% | +1.3% | -10.5% | -10.0% |
| All | +25.3% | +33.0% | -7.7% | +18.0% |
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