+250.0%
VSAT vs EXR
+69.9%
+180.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.6% | +8.3% | +8.0% |
| 7D | -17.0% | +5.2% | -22.2% | -19.6% |
| 30D | -9.8% | +20.9% | -30.6% | -19.8% |
| 3M | -22.0% | +7.7% | -29.7% | -25.8% |
| 6M | -5.0% | +13.2% | -18.2% | -13.3% |
| YTD | +85.6% | +26.5% | +59.1% | +58.9% |
| 1Y | +80.2% | +27.2% | +53.0% | +53.8% |
| 3Y | +250.0% | +71.5% | +178.5% | +125.4% |
| All | +250.0% | +69.9% | +180.1% | +125.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling