+167.9%
VSH vs EXR
+147.0%
+20.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | +6.2% | -0.7% | +6.9% | +6.5% |
| 30D | -11.1% | -6.9% | -4.2% | -8.8% |
| 3M | -44.9% | -3.0% | -41.9% | -44.9% |
| 6M | +90.0% | -2.9% | +92.9% | +89.9% |
| YTD | +118.8% | +9.3% | +109.5% | +108.4% |
| 1Y | +109.0% | -0.9% | +109.9% | +106.6% |
| 3Y | +35.6% | +24.7% | +10.9% | +22.5% |
| 5Y | +66.7% | -11.7% | +78.4% | +66.6% |
| 10Y | +167.9% | +148.4% | +19.6% | +101.8% |
| All | +167.9% | +147.0% | +20.9% | +101.8% |
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