+73.5%
VZ vs EXR
+217.7%
-144.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.5% | +0.6% |
| 7D | +0.9% | -1.1% | +2.1% | +1.2% |
| 30D | +8.9% | +18.8% | -9.8% | +5.0% |
| 3M | +0.1% | +9.9% | -9.8% | -1.9% |
| 6M | +1.9% | +12.6% | -10.7% | -0.7% |
| YTD | +22.0% | +26.5% | -4.5% | +15.9% |
| 1Y | +22.1% | +24.5% | -2.4% | +16.3% |
| 3Y | +58.7% | +52.4% | +6.3% | +43.5% |
| 5Y | +22.3% | -1.5% | +23.8% | +19.5% |
| All | +73.5% | +217.7% | -144.2% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling