+3.5%
VSAT vs EXR
+147.0%
-143.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | +17.3% | -0.7% | +18.0% | +17.6% |
| 30D | -3.3% | -6.9% | +3.7% | -0.2% |
| 3M | +18.7% | -3.0% | +21.7% | +19.2% |
| 6M | +77.6% | -2.9% | +80.5% | +79.2% |
| YTD | +125.6% | +9.3% | +116.3% | +116.3% |
| 1Y | +158.3% | -0.9% | +159.2% | +158.4% |
| 3Y | +226.1% | +24.7% | +201.4% | +191.7% |
| 5Y | +54.7% | -11.7% | +66.4% | +54.8% |
| 10Y | +3.5% | +148.4% | -144.9% | -28.0% |
| All | +3.5% | +147.0% | -143.5% | -28.0% |
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