+379.7%
VRT vs EXR
+53.5%
+326.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +10.5% | -0.4% | +10.9% | +10.5% |
| 30D | -9.3% | +18.2% | -27.5% | -10.2% |
| 3M | -29.6% | +7.3% | -36.9% | -29.9% |
| 6M | -45.4% | +13.8% | -59.2% | -46.1% |
| YTD | +24.8% | +25.9% | -1.1% | +21.7% |
| 1Y | +23.6% | +25.8% | -2.2% | +20.5% |
| 3Y | +379.7% | +53.7% | +326.0% | +327.8% |
| All | +379.7% | +53.5% | +326.1% | +327.8% |
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