+409.7%
VUG vs EXR
+147.0%
+262.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | -1.4% | -6.9% | +5.5% | +0.7% |
| 3M | +2.3% | -3.0% | +5.3% | +3.0% |
| 6M | +15.7% | -2.9% | +18.6% | +16.2% |
| YTD | +8.6% | +9.3% | -0.7% | +4.9% |
| 1Y | +14.1% | -0.9% | +15.0% | +13.2% |
| 3Y | +87.9% | +24.7% | +63.2% | +67.9% |
| 5Y | +76.3% | -11.7% | +88.0% | +75.6% |
| 10Y | +409.7% | +148.4% | +261.3% | +286.6% |
| All | +409.7% | +147.0% | +262.7% | +286.6% |
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