+1,162.4%
VST vs EXR
+205.9%
+956.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.8% |
| 7D | -6.0% | +1.7% | -7.8% | -6.7% |
| 30D | -18.8% | +18.0% | -36.8% | -23.5% |
| 3M | -8.0% | +9.7% | -17.7% | -11.3% |
| 6M | -10.9% | +13.4% | -24.4% | -15.5% |
| YTD | -18.3% | +26.3% | -44.6% | -25.5% |
| 1Y | -29.9% | +27.6% | -57.5% | -36.4% |
| 3Y | +290.3% | +52.2% | +238.1% | +219.3% |
| 5Y | +635.3% | -1.1% | +636.4% | +597.5% |
| 10Y | +1,162.4% | +216.8% | +945.5% | +686.3% |
| All | +1,162.4% | +205.9% | +956.5% | +686.3% |
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 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