+92.9%
VTR vs EXR
-1.8%
+94.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.2% | -0.4% | +0.6% | +0.4% |
| 30D | +5.5% | +18.2% | -12.7% | -1.4% |
| 3M | -0.9% | +7.3% | -8.3% | -3.8% |
| 6M | -0.4% | +13.8% | -14.2% | -5.6% |
| YTD | +17.0% | +25.9% | -8.9% | +6.1% |
| 1Y | +18.0% | +25.8% | -7.8% | +6.8% |
| 3Y | +127.4% | +53.7% | +73.7% | +83.6% |
| All | +92.9% | -1.8% | +94.7% | +75.8% |
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