+578.1%
VRSK vs EXR
+2,405.0%
-1,826.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.5% | -5.5% |
| 7D | -9.7% | -0.7% | -9.0% | -9.5% |
| 30D | -8.5% | -6.9% | -1.6% | -6.4% |
| 3M | -1.7% | -3.0% | +1.3% | -0.6% |
| 6M | -17.9% | -2.9% | -14.9% | -17.3% |
| YTD | -21.1% | +9.3% | -30.4% | -23.7% |
| 1Y | -35.1% | -0.9% | -34.2% | -35.4% |
| 3Y | -26.7% | +24.7% | -51.4% | -33.8% |
| 5Y | -12.0% | -11.7% | -0.3% | -12.1% |
| 10Y | +122.9% | +148.4% | -25.5% | +59.9% |
| All | +578.1% | +2,405.0% | -1,826.9% | +183.6% |
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