+61.4%
VO vs EXR
+69.9%
-8.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | -2.6% | +5.2% | -7.8% | -3.9% |
| 30D | -0.9% | +20.9% | -21.8% | -5.9% |
| 3M | -3.0% | +7.7% | -10.7% | -5.0% |
| 6M | +2.2% | +13.2% | -11.0% | -1.5% |
| YTD | +10.6% | +26.5% | -15.9% | +3.1% |
| 1Y | +12.5% | +27.2% | -14.7% | +4.7% |
| 3Y | +61.4% | +71.5% | -10.1% | +41.9% |
| All | +61.4% | +69.9% | -8.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling