+465.3%
VSXY vs EXR
+53.5%
+411.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +20.1% | +18.2% | +1.9% | +10.8% |
| 3M | +16.6% | +7.3% | +9.3% | +12.7% |
| 6M | +134.9% | +13.8% | +121.1% | +119.9% |
| YTD | +96.0% | +25.9% | +70.1% | +75.7% |
| 1Y | +203.8% | +25.8% | +178.0% | +172.1% |
| 3Y | +465.3% | +53.7% | +411.6% | +338.7% |
| All | +465.3% | +53.5% | +411.8% | +338.7% |
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