+290.3%
VRSN vs EXR
+144.7%
+145.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.4% |
| 7D | -1.0% | -3.1% | +2.0% | -0.2% |
| 30D | -1.9% | -7.5% | +5.6% | +0.2% |
| 3M | +1.4% | -7.5% | +8.9% | +3.5% |
| 6M | +19.0% | -5.2% | +24.2% | +20.4% |
| YTD | +19.2% | +6.5% | +12.7% | +16.4% |
| 1Y | +1.7% | -2.0% | +3.7% | +1.5% |
| 3Y | +41.4% | +21.5% | +19.9% | +28.5% |
| 5Y | +31.7% | -11.5% | +43.2% | +32.5% |
| 10Y | +290.3% | +148.0% | +142.3% | +218.7% |
| All | +290.3% | +144.7% | +145.5% | +218.7% |
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