+619.5%
VRT vs EXR
+22.7%
+596.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.5% |
| 7D | +9.1% | -2.6% | +11.7% | +9.4% |
| 30D | +0.9% | -7.2% | +8.1% | +1.6% |
| 3M | -13.4% | -3.5% | -9.9% | -13.4% |
| 6M | +11.7% | -5.3% | +17.0% | +11.6% |
| YTD | +73.2% | +9.4% | +63.9% | +69.9% |
| 1Y | +123.4% | +1.3% | +122.1% | +120.9% |
| All | +619.5% | +22.7% | +596.8% | +641.4% |
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