+377.4%
VT vs EXR
+1,666.0%
-1,288.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +0.4% | -2.6% | +3.0% | +1.4% |
| 30D | +1.0% | -7.2% | +8.2% | +3.6% |
| 3M | +2.4% | -3.5% | +5.9% | +3.4% |
| 6M | +12.0% | -5.3% | +17.3% | +13.7% |
| YTD | +15.3% | +9.4% | +6.0% | +11.0% |
| 1Y | +22.6% | +1.3% | +21.3% | +20.9% |
| 3Y | +74.7% | +22.4% | +52.3% | +56.7% |
| 5Y | +66.1% | -12.2% | +78.4% | +64.2% |
| 10Y | +225.0% | +148.6% | +76.4% | +107.0% |
| All | +377.4% | +1,666.0% | -1,288.6% | +25.9% |
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 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