+24.9%
VSH vs EXR
-0.3%
+25.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.9% |
| 7D | -12.9% | +5.2% | -18.1% | -14.8% |
| 30D | -36.9% | +20.9% | -57.7% | -41.7% |
| 3M | -28.8% | +7.7% | -36.5% | -31.1% |
| 6M | -30.3% | +13.2% | -43.5% | -34.9% |
| YTD | +62.4% | +26.5% | +35.9% | +43.8% |
| 1Y | +62.5% | +27.2% | +35.3% | +43.4% |
| 3Y | +7.4% | +71.5% | -64.1% | -16.0% |
| All | +24.9% | -0.3% | +25.3% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling