+62.5%
VUG vs EXR
-1.8%
+64.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -6.3% | +18.2% | -24.5% | -10.9% |
| 3M | -6.0% | +7.3% | -13.4% | -8.1% |
| 6M | -3.5% | +13.8% | -17.4% | -7.7% |
| YTD | +3.9% | +25.9% | -22.0% | -4.1% |
| 1Y | +5.1% | +25.8% | -20.7% | -3.1% |
| 3Y | +77.9% | +53.7% | +24.2% | +45.0% |
| All | +62.5% | -1.8% | +64.2% | +57.5% |
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