+227.8%
VST vs EXR
+70.9%
+156.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.6% | -6.1% |
| 7D | -19.9% | +6.8% | -26.7% | -20.8% |
| 30D | -29.7% | +19.6% | -49.3% | -31.8% |
| 3M | -19.6% | +8.0% | -27.5% | -20.6% |
| 6M | -29.4% | +17.2% | -46.5% | -31.7% |
| YTD | -29.7% | +27.2% | -56.9% | -33.2% |
| 1Y | -40.0% | +26.1% | -66.1% | -42.9% |
| All | +227.8% | +70.9% | +156.9% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling