+493.4%
VYM vs EXR
+1,616.6%
-1,123.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | 0.0% | -2.6% | +2.5% | +0.9% |
| 30D | -0.5% | -7.2% | +6.6% | +2.0% |
| 3M | +3.0% | -3.5% | +6.5% | +4.1% |
| 6M | +8.2% | -5.3% | +13.5% | +9.8% |
| YTD | +15.8% | +9.4% | +6.5% | +11.7% |
| 1Y | +20.8% | +1.3% | +19.5% | +19.3% |
| 3Y | +65.3% | +22.4% | +42.8% | +49.3% |
| 5Y | +76.6% | -12.2% | +88.8% | +74.5% |
| 10Y | +203.9% | +148.6% | +55.3% | +98.5% |
| All | +493.4% | +1,616.6% | -1,123.1% | +59.5% |
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 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