-20.9%
VST vs EXR
+1.1%
-22.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.2% | +4.7% | +3.7% |
| 7D | +8.9% | -2.6% | +11.5% | +9.3% |
| 30D | +6.2% | -7.2% | +13.4% | +7.4% |
| 3M | -2.7% | -3.5% | +0.8% | -3.1% |
| 6M | -8.4% | -5.3% | -3.1% | -9.2% |
| YTD | -7.2% | +9.4% | -16.6% | -10.7% |
| 1Y | -20.9% | +1.3% | -22.2% | -22.8% |
| All | -20.9% | +1.1% | -22.0% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling