+60.6%
VNQ vs EXR
+149.6%
-89.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | -2.6% | -3.2% | +0.6% | -0.9% |
| 30D | -2.3% | -6.9% | +4.5% | +1.6% |
| 3M | -2.8% | -7.8% | +5.0% | +1.5% |
| 6M | +2.5% | -4.9% | +7.4% | +5.0% |
| YTD | +8.4% | +7.2% | +1.3% | +3.7% |
| 1Y | +6.8% | -1.5% | +8.3% | +6.7% |
| 3Y | +29.9% | +22.3% | +7.7% | +12.0% |
| 5Y | +7.2% | -10.9% | +18.1% | +7.8% |
| All | +60.6% | +149.6% | -89.0% | -11.9% |
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