+213.0%
VT vs EXR
+223.4%
-10.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.9% |
| 7D | -4.2% | +6.8% | -11.0% | -5.9% |
| 30D | -5.8% | +19.6% | -25.4% | -10.4% |
| 3M | -5.2% | +8.0% | -13.2% | -7.3% |
| 6M | +0.1% | +17.2% | -17.0% | -4.5% |
| YTD | +8.2% | +27.2% | -19.0% | +0.6% |
| 1Y | +10.1% | +26.1% | -15.9% | +2.6% |
| 3Y | +69.7% | +70.7% | -1.0% | +41.4% |
| 5Y | +53.4% | +1.0% | +52.4% | +47.0% |
| All | +213.0% | +223.4% | -10.4% | +129.9% |
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