+1,112.0%
VST vs EXR
+221.5%
+890.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.6% | +11.1% | +10.7% |
| 7D | -9.8% | +5.2% | -15.0% | -11.5% |
| 30D | -25.1% | +20.9% | -46.0% | -30.1% |
| 3M | -11.6% | +7.7% | -19.3% | -14.2% |
| 6M | -20.9% | +13.2% | -34.1% | -24.9% |
| YTD | -22.3% | +26.5% | -48.8% | -29.2% |
| 1Y | -32.0% | +27.2% | -59.2% | -38.3% |
| 3Y | +262.4% | +71.5% | +190.8% | +182.1% |
| 5Y | +563.4% | +0.4% | +563.0% | +525.1% |
| All | +1,112.0% | +221.5% | +890.5% | +669.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling