+77.8%
VSXY vs EXR
-0.1%
+77.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +3.2% |
| 7D | -14.0% | -2.6% | -11.4% | -13.0% |
| 30D | -15.9% | -7.2% | -8.7% | -13.0% |
| 3M | +3.4% | -3.5% | +6.9% | +4.8% |
| 6M | +25.9% | -5.3% | +31.2% | +29.2% |
| YTD | +39.5% | +9.4% | +30.1% | +34.1% |
| 1Y | +194.4% | +1.3% | +193.0% | +191.8% |
| 3Y | +281.4% | +22.4% | +259.0% | +238.4% |
| 5Y | +12.8% | -12.2% | +25.0% | +15.1% |
| All | +77.8% | -0.1% | +77.9% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling