+638.0%
VMC vs EXR
+2,662.2%
-2,024.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | -4.3% | -2.6% | -1.8% | -3.2% |
| 30D | -8.2% | -7.2% | -1.1% | -5.2% |
| 3M | -7.0% | -3.5% | -3.5% | -5.6% |
| 6M | -10.8% | -5.3% | -5.5% | -8.7% |
| YTD | -7.4% | +9.4% | -16.7% | -11.3% |
| 1Y | -9.5% | +1.3% | -10.8% | -10.6% |
| 3Y | +20.5% | +22.4% | -1.9% | +5.2% |
| 5Y | +51.6% | -12.2% | +63.8% | +50.6% |
| 10Y | +150.0% | +148.6% | +1.5% | +41.2% |
| All | +638.0% | +2,662.2% | -2,024.2% | +16.3% |
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