+77.7%
VUG vs EXR
+69.9%
+7.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | +5.2% | -8.6% | -4.1% |
| 30D | -11.1% | +20.9% | -32.0% | -13.5% |
| 3M | -7.2% | +7.7% | -15.0% | -8.2% |
| 6M | -4.1% | +13.2% | -17.3% | -6.1% |
| YTD | +1.4% | +26.5% | -25.1% | -2.8% |
| 1Y | +1.9% | +27.2% | -25.3% | -2.4% |
| 3Y | +77.7% | +71.5% | +6.2% | +63.1% |
| All | +77.7% | +69.9% | +7.8% | +63.1% |
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