+708.9%
VMC vs EXR
+3,090.1%
-2,381.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.4% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | +17.7% | +18.0% | -0.4% | +9.4% |
| 3M | +1.1% | +9.7% | -8.6% | -3.0% |
| 6M | +1.8% | +13.4% | -11.6% | -3.8% |
| YTD | +1.5% | +26.3% | -24.8% | -8.9% |
| 1Y | -1.1% | +27.6% | -28.7% | -11.7% |
| 3Y | +38.8% | +52.2% | -13.4% | +10.4% |
| 5Y | +49.6% | -1.1% | +50.6% | +41.1% |
| 10Y | +130.6% | +216.8% | -86.2% | +16.8% |
| All | +708.9% | +3,090.1% | -2,381.2% | +19.6% |
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 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