+32.1%
VSH vs EXR
+53.5%
-21.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +14.3% | -0.4% | +14.8% | +14.6% |
| 30D | -7.9% | +18.2% | -26.1% | -14.6% |
| 3M | -19.9% | +7.3% | -27.2% | -22.5% |
| 6M | -30.5% | +13.8% | -44.4% | -35.8% |
| YTD | +85.7% | +25.9% | +59.7% | +60.5% |
| 1Y | +98.9% | +25.8% | +73.1% | +72.0% |
| 3Y | +32.1% | +53.7% | -21.6% | +1.5% |
| All | +32.1% | +53.5% | -21.4% | +1.5% |
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 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