-50.0%
VTRS vs EXR
+151.8%
-201.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -2.2% | -1.2% | -1.0% | -1.9% |
| 30D | +3.3% | -6.2% | +9.5% | +5.0% |
| 3M | +2.0% | -7.4% | +9.4% | +4.0% |
| 6M | +19.9% | -0.5% | +20.5% | +20.0% |
| YTD | +35.7% | +8.1% | +27.7% | +32.7% |
| 1Y | +68.1% | -2.9% | +71.0% | +68.8% |
| 3Y | +87.1% | +22.9% | +64.1% | +77.0% |
| 5Y | +47.6% | -10.2% | +57.8% | +47.4% |
| All | -50.0% | +151.8% | -201.8% | -56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling