+290.5%
VSAT vs EXR
+2,662.2%
-2,371.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.6% |
| 7D | +11.8% | -2.6% | +14.4% | +13.1% |
| 30D | -7.0% | -7.2% | +0.1% | -4.0% |
| 3M | +3.3% | -3.5% | +6.8% | +4.0% |
| 6M | +57.4% | -5.3% | +62.7% | +60.9% |
| YTD | +118.6% | +9.4% | +109.2% | +109.9% |
| 1Y | +150.2% | +1.3% | +148.9% | +148.3% |
| 3Y | +160.7% | +22.4% | +138.3% | +135.7% |
| 5Y | +51.2% | -12.2% | +63.4% | +54.0% |
| 10Y | -0.7% | +148.6% | -149.2% | -39.1% |
| All | +290.5% | +2,662.2% | -2,371.8% | -31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling