+77.5%
VYM vs EXR
-10.8%
+88.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -0.8% | -1.2% | +0.4% | -0.5% |
| 30D | -2.2% | -6.2% | +4.0% | -0.7% |
| 3M | +3.1% | -7.4% | +10.5% | +4.9% |
| 6M | +9.7% | -0.5% | +10.3% | +9.6% |
| YTD | +14.9% | +8.1% | +6.8% | +12.1% |
| 1Y | +17.6% | -2.9% | +20.4% | +17.7% |
| 3Y | +65.3% | +22.9% | +42.4% | +53.6% |
| All | +77.5% | -10.8% | +88.3% | +78.4% |
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