+1,164.9%
VST vs EXR
+216.3%
+948.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +6.6% | -0.4% | +7.0% | +6.7% |
| 30D | -12.4% | +18.2% | -30.6% | -17.5% |
| 3M | -9.0% | +7.3% | -16.3% | -11.5% |
| 6M | -6.4% | +13.8% | -20.3% | -11.4% |
| YTD | -17.2% | +25.9% | -43.1% | -24.4% |
| 1Y | -22.0% | +25.8% | -47.8% | -28.9% |
| 3Y | +296.7% | +53.7% | +243.0% | +223.1% |
| 5Y | +637.6% | -1.8% | +639.3% | +601.5% |
| All | +1,164.9% | +216.3% | +948.6% | +692.2% |
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