+213.7%
VT vs EXR
+221.5%
-7.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -2.3% | +5.2% | -7.5% | -3.7% |
| 30D | -5.0% | +20.9% | -25.8% | -9.8% |
| 3M | -4.9% | +7.7% | -12.6% | -6.9% |
| 6M | -1.5% | +13.2% | -14.7% | -5.2% |
| YTD | +8.5% | +26.5% | -18.0% | +1.0% |
| 1Y | +11.4% | +27.2% | -15.8% | +3.5% |
| 3Y | +70.1% | +71.5% | -1.5% | +41.5% |
| 5Y | +53.7% | +0.4% | +53.4% | +47.6% |
| All | +213.7% | +221.5% | -7.8% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling