+905.2%
VRT vs EXR
-11.8%
+917.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.7% |
| 7D | +9.1% | -2.6% | +11.7% | +10.0% |
| 30D | +0.9% | -7.2% | +8.1% | +3.3% |
| 3M | -13.4% | -3.5% | -9.9% | -13.1% |
| 6M | +11.7% | -5.3% | +17.0% | +12.6% |
| YTD | +73.2% | +9.4% | +63.9% | +65.8% |
| 1Y | +123.4% | +1.3% | +122.1% | +118.6% |
| 3Y | +606.2% | +22.4% | +583.7% | +502.6% |
| All | +905.2% | -11.8% | +917.1% | +903.6% |
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 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