+1,362.0%
VUG vs EXR
+2,662.2%
-1,300.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| 3M | -0.7% | -3.5% | +2.8% | +0.2% |
| 6M | +14.6% | -5.3% | +19.9% | +16.1% |
| YTD | +9.0% | +9.4% | -0.3% | +5.1% |
| 1Y | +14.9% | +1.3% | +13.5% | +13.2% |
| 3Y | +86.0% | +22.4% | +63.6% | +67.8% |
| 5Y | +76.7% | -12.2% | +88.9% | +75.7% |
| 10Y | +411.3% | +148.6% | +262.7% | +249.2% |
| All | +1,362.0% | +2,662.2% | -1,300.3% | +332.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling