+557.4%
VRTX vs EXR
+221.5%
+335.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -2.1% | +5.2% | -7.3% | -3.3% |
| 30D | +8.2% | +20.9% | -12.7% | +3.3% |
| 3M | +13.0% | +7.7% | +5.3% | +10.9% |
| 6M | +27.9% | +13.2% | +14.7% | +23.9% |
| YTD | +20.7% | +26.5% | -5.8% | +13.6% |
| 1Y | +31.4% | +27.2% | +4.2% | +23.5% |
| 3Y | +41.8% | +71.5% | -29.7% | +22.5% |
| 5Y | +183.7% | +0.4% | +183.3% | +175.3% |
| All | +557.4% | +221.5% | +335.9% | +401.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling