+216.2%
VSH vs EXR
+3,094.9%
-2,878.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.0% |
| 7D | -12.9% | +5.2% | -18.1% | -15.1% |
| 30D | -36.9% | +20.9% | -57.7% | -42.5% |
| 3M | -28.8% | +7.7% | -36.5% | -31.6% |
| 6M | -30.3% | +13.2% | -43.5% | -35.5% |
| YTD | +62.4% | +26.5% | +35.9% | +42.4% |
| 1Y | +62.5% | +27.2% | +35.3% | +42.0% |
| 3Y | +7.4% | +71.5% | -64.1% | -19.7% |
| 5Y | +25.4% | +0.4% | +25.1% | +17.2% |
| 10Y | +102.6% | +225.2% | -122.5% | 0.0% |
| All | +216.2% | +3,094.9% | -2,878.7% | -54.3% |
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