+258.7%
VSH vs EXR
+3,114.4%
-2,855.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.8% | +13.2% |
| 7D | +3.5% | +2.7% | +0.8% | +2.2% |
| 30D | -22.4% | +18.9% | -41.4% | -28.8% |
| 3M | -25.2% | +8.4% | -33.5% | -28.4% |
| 6M | -22.5% | +14.3% | -36.8% | -28.6% |
| YTD | +84.2% | +27.2% | +56.9% | +61.1% |
| 1Y | +87.1% | +25.9% | +61.1% | +64.3% |
| 3Y | +31.7% | +54.6% | -23.0% | +3.9% |
| 5Y | +42.6% | -0.6% | +43.2% | +33.9% |
| 10Y | +116.6% | +208.5% | -91.9% | +9.9% |
| All | +258.7% | +3,114.4% | -2,855.7% | -48.3% |
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