+152.5%
VMC vs EXR
+144.7%
+7.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.4% |
| 7D | -5.3% | -3.1% | -2.2% | -4.3% |
| 30D | -12.3% | -7.5% | -4.7% | -10.0% |
| 3M | -10.3% | -7.5% | -2.8% | -7.9% |
| 6M | -8.6% | -5.2% | -3.4% | -7.0% |
| YTD | -11.9% | +6.5% | -18.4% | -13.7% |
| 1Y | -13.9% | -2.0% | -11.9% | -13.6% |
| 3Y | +18.2% | +21.5% | -3.4% | +7.8% |
| 5Y | +47.7% | -11.5% | +59.3% | +48.4% |
| 10Y | +152.5% | +148.0% | +4.5% | +97.1% |
| All | +152.5% | +144.7% | +7.7% | +97.1% |
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