+1,740.6%
VRT vs EXR
+135.1%
+1,605.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.0% | +3.6% |
| 7D | -21.4% | +5.2% | -26.6% | -22.6% |
| 30D | -25.8% | +20.9% | -46.7% | -30.0% |
| 3M | -33.5% | +7.7% | -41.2% | -35.1% |
| 6M | -49.0% | +13.2% | -62.2% | -51.4% |
| YTD | +12.9% | +26.5% | -13.5% | +4.0% |
| 1Y | 0.0% | +27.2% | -27.2% | -8.3% |
| 3Y | +361.8% | +71.5% | +290.3% | +262.4% |
| 5Y | +565.1% | +0.4% | +564.8% | +537.8% |
| All | +1,740.6% | +135.1% | +1,605.5% | +1,351.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling