+567.3%
VRT vs EXR
-0.3%
+567.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | -21.4% | +5.2% | -26.6% | -22.7% |
| 30D | -25.8% | +20.9% | -46.7% | -30.3% |
| 3M | -33.5% | +7.7% | -41.2% | -35.2% |
| 6M | -49.0% | +13.2% | -62.2% | -51.6% |
| YTD | +12.9% | +26.5% | -13.5% | +2.9% |
| 1Y | 0.0% | +27.2% | -27.2% | -9.3% |
| 3Y | +361.8% | +71.5% | +290.3% | +233.7% |
| All | +567.3% | -0.3% | +567.7% | +553.2% |
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