+66.6%
VT vs EXR
-11.8%
+78.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +1.1% |
| 30D | +1.0% | -7.2% | +8.2% | +3.0% |
| 3M | +2.4% | -3.5% | +5.9% | +3.1% |
| 6M | +12.0% | -5.3% | +17.3% | +13.2% |
| YTD | +15.3% | +9.4% | +6.0% | +11.9% |
| 1Y | +22.6% | +1.3% | +21.3% | +21.2% |
| 3Y | +74.7% | +22.4% | +52.3% | +60.0% |
| All | +66.6% | -11.8% | +78.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling