+608.4%
VST vs EXR
-1.8%
+610.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -16.2% |
| 3M | -9.0% | +7.3% | -16.3% | -10.8% |
| 6M | -6.4% | +13.8% | -20.3% | -10.1% |
| YTD | -17.2% | +25.9% | -43.1% | -22.7% |
| 1Y | -22.0% | +25.8% | -47.8% | -27.2% |
| 3Y | +296.7% | +53.7% | +243.0% | +238.5% |
| All | +608.4% | -1.8% | +610.1% | +582.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling