+367.1%
VT vs EXR
+1,966.4%
-1,599.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.6% |
| 7D | -0.3% | +11.3% | -11.6% | -4.0% |
| 30D | -1.4% | +21.2% | -22.6% | -7.9% |
| 3M | -1.4% | +8.7% | -10.1% | -4.4% |
| 6M | +5.5% | +18.2% | -12.7% | -1.1% |
| YTD | +12.8% | +27.9% | -15.1% | +2.6% |
| 1Y | +15.4% | +28.3% | -12.9% | +4.8% |
| 3Y | +76.9% | +71.7% | +5.2% | +40.5% |
| 5Y | +60.4% | -0.6% | +61.0% | +52.0% |
| 10Y | +232.8% | +229.0% | +3.8% | +91.5% |
| All | +367.1% | +1,966.4% | -1,599.3% | +16.4% |
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 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