+330.5%
VSH vs EXR
+2,662.2%
-2,331.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.7% | +5.0% |
| 7D | +4.1% | -2.6% | +6.6% | +5.3% |
| 30D | -4.2% | -7.2% | +3.0% | -0.8% |
| 3M | -50.0% | -3.5% | -46.5% | -49.7% |
| 6M | +80.2% | -5.3% | +85.5% | +82.5% |
| YTD | +121.1% | +9.4% | +111.7% | +108.7% |
| 1Y | +112.0% | +1.3% | +110.7% | +107.2% |
| 3Y | +22.5% | +22.4% | +0.1% | +7.9% |
| 5Y | +64.0% | -12.2% | +76.3% | +63.6% |
| 10Y | +170.4% | +148.6% | +21.8% | +52.2% |
| All | +330.5% | +2,662.2% | -2,331.7% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling