-26.7%
VRSK vs EXR
+22.1%
-48.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -7.7% | -3.2% | -4.5% | -7.1% |
| 30D | -2.8% | -6.9% | +4.1% | -1.4% |
| 3M | -3.7% | -7.8% | +4.1% | -2.1% |
| 6M | -12.8% | -4.9% | -7.9% | -11.8% |
| YTD | -21.0% | +7.2% | -28.1% | -22.1% |
| 1Y | -32.5% | -1.5% | -31.0% | -32.3% |
| All | -26.7% | +22.1% | -48.8% | -28.3% |
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 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