+494.6%
VRTX vs EXR
+217.4%
+277.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.4% | -1.1% | +0.8% | -0.1% |
| 30D | +7.9% | +18.8% | -10.9% | +3.4% |
| 3M | +3.3% | +9.9% | -6.6% | +0.8% |
| 6M | +25.7% | +12.6% | +13.1% | +21.9% |
| YTD | +20.7% | +26.5% | -5.8% | +13.5% |
| 1Y | +27.4% | +24.5% | +3.0% | +20.4% |
| 3Y | +46.4% | +52.4% | -6.0% | +30.3% |
| 5Y | +194.3% | -1.5% | +195.8% | +186.9% |
| 10Y | +494.6% | +216.0% | +278.6% | +345.6% |
| All | +494.6% | +217.4% | +277.2% | +345.6% |
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 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