+76.5%
VUG vs EXR
-11.8%
+88.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -0.1% | -2.6% | +2.5% | +0.7% |
| 30D | -0.3% | -7.2% | +6.9% | +1.9% |
| 3M | -0.7% | -3.5% | +2.8% | +0.1% |
| 6M | +14.6% | -5.3% | +19.9% | +15.9% |
| YTD | +9.0% | +9.4% | -0.3% | +5.1% |
| 1Y | +14.9% | +1.3% | +13.5% | +13.1% |
| 3Y | +86.0% | +22.4% | +63.6% | +64.9% |
| All | +76.5% | -11.8% | +88.4% | +76.3% |
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