-11.1%
VRSK vs EXR
-10.8%
-0.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.1% |
| 7D | -5.2% | -1.2% | -4.0% | -4.9% |
| 30D | -2.3% | -6.2% | +3.9% | -0.5% |
| 3M | -2.9% | -7.4% | +4.5% | -0.6% |
| 6M | -12.8% | -0.5% | -12.3% | -12.7% |
| YTD | -20.8% | +8.1% | -28.9% | -23.0% |
| 1Y | -33.2% | -2.9% | -30.3% | -33.0% |
| 3Y | -26.6% | +22.9% | -49.5% | -33.7% |
| All | -11.1% | -10.8% | -0.2% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling