-5.2%
VSAT vs EXR
+215.3%
-220.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.6% | +15.7% | +16.0% |
| 7D | +0.4% | +2.7% | -2.3% | -1.0% |
| 30D | +3.3% | +18.9% | -15.7% | -5.1% |
| 3M | -7.5% | +8.4% | -15.8% | -11.3% |
| 6M | +6.2% | +14.3% | -8.1% | -1.3% |
| YTD | +115.8% | +27.2% | +88.6% | +92.0% |
| 1Y | +107.7% | +25.9% | +81.7% | +85.7% |
| 3Y | +292.0% | +54.6% | +237.4% | +217.8% |
| 5Y | +35.3% | -0.6% | +35.9% | +27.5% |
| 10Y | -5.2% | +208.5% | -213.7% | -39.4% |
| All | -5.2% | +215.3% | -220.5% | -39.4% |
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