+396.3%
VUG vs EXR
+215.3%
+181.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.3% |
| 30D | -8.2% | +18.9% | -27.1% | -12.9% |
| 3M | -5.4% | +8.4% | -13.8% | -7.8% |
| 6M | -2.5% | +14.3% | -16.9% | -6.9% |
| YTD | +4.2% | +27.2% | -23.1% | -4.1% |
| 1Y | +5.0% | +25.9% | -20.9% | -3.1% |
| 3Y | +81.7% | +54.6% | +27.1% | +51.6% |
| 5Y | +62.5% | -0.6% | +63.1% | +56.2% |
| 10Y | +396.3% | +208.5% | +187.8% | +257.0% |
| All | +396.3% | +215.3% | +181.0% | +257.0% |
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