+132.8%
VTR vs EXR
+23.6%
+109.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | -3.7% | -6.9% | +3.2% | -1.3% |
| 3M | +13.5% | -3.0% | +16.5% | +14.8% |
| 6M | +7.2% | -2.9% | +10.1% | +8.2% |
| YTD | +17.6% | +9.3% | +8.3% | +13.6% |
| 1Y | +35.4% | -0.9% | +36.3% | +35.2% |
| 3Y | +132.8% | +24.7% | +108.1% | +120.5% |
| All | +132.8% | +23.6% | +109.2% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling