+7.4%
VSH vs EXR
+69.9%
-62.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -12.9% | +5.2% | -18.1% | -14.7% |
| 30D | -36.9% | +20.9% | -57.7% | -41.7% |
| 3M | -28.8% | +7.7% | -36.5% | -31.0% |
| 6M | -30.3% | +13.2% | -43.5% | -35.0% |
| YTD | +62.4% | +26.5% | +35.9% | +41.9% |
| 1Y | +62.5% | +27.2% | +35.3% | +41.4% |
| 3Y | +7.4% | +71.5% | -64.1% | -11.8% |
| All | +7.4% | +69.9% | -62.5% | -11.8% |
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 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