+149.8%
VSXY vs EXR
+15.0%
+134.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.1% |
| 3M | +16.6% | +7.3% | +9.3% | +12.7% |
| 6M | +134.9% | +13.8% | +121.1% | +120.6% |
| YTD | +96.0% | +25.9% | +70.1% | +76.2% |
| 1Y | +203.8% | +25.8% | +178.0% | +172.9% |
| 3Y | +465.3% | +53.7% | +411.6% | +350.9% |
| 5Y | +106.3% | -1.8% | +108.1% | +98.2% |
| All | +149.8% | +15.0% | +134.8% | +105.8% |
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