+116.6%
VSH vs EXR
+215.3%
-98.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.8% | +13.2% |
| 7D | +3.5% | +2.7% | +0.8% | +2.5% |
| 30D | -22.4% | +18.9% | -41.4% | -27.5% |
| 3M | -25.2% | +8.4% | -33.5% | -27.7% |
| 6M | -22.5% | +14.3% | -36.8% | -27.4% |
| YTD | +84.2% | +27.2% | +56.9% | +65.1% |
| 1Y | +87.1% | +25.9% | +61.1% | +68.2% |
| 3Y | +31.7% | +54.6% | -23.0% | +9.6% |
| 5Y | +42.6% | -0.6% | +43.2% | +35.8% |
| 10Y | +116.6% | +208.5% | -91.9% | +52.8% |
| All | +116.6% | +215.3% | -98.7% | +52.8% |
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