+124.0%
VRSK vs EXR
+151.8%
-27.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.8% |
| 30D | -2.3% | -6.2% | +3.9% | -0.2% |
| 3M | -2.9% | -7.4% | +4.5% | -0.3% |
| 6M | -12.8% | -0.5% | -12.3% | -12.8% |
| YTD | -20.8% | +8.1% | -28.9% | -23.4% |
| 1Y | -33.2% | -2.9% | -30.3% | -33.1% |
| 3Y | -26.6% | +22.9% | -49.5% | -34.3% |
| 5Y | -11.3% | -10.2% | -1.2% | -11.8% |
| All | +124.0% | +151.8% | -27.8% | +58.2% |
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