+392.5%
VNQ vs EXR
+2,512.2%
-2,119.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | +0.2% |
| 7D | -1.3% | -2.6% | +1.3% | +0.5% |
| 30D | -2.9% | -7.2% | +4.3% | +2.2% |
| 3M | +0.8% | -3.5% | +4.3% | +3.1% |
| 6M | +2.5% | -5.3% | +7.8% | +5.9% |
| YTD | +10.6% | +9.4% | +1.3% | +3.0% |
| 1Y | +9.1% | +1.3% | +7.8% | +6.5% |
| 3Y | +31.0% | +22.4% | +8.6% | +7.5% |
| 5Y | +4.9% | -12.2% | +17.1% | +4.4% |
| 10Y | +59.5% | +148.6% | -89.1% | -31.1% |
| All | +392.5% | +2,512.2% | -2,119.7% | -65.8% |
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