+65.5%
VZ vs EXR
+221.5%
-155.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +2.1% | +5.2% | -3.1% | +1.0% |
| 30D | +1.4% | +20.9% | -19.5% | -2.6% |
| 3M | -1.3% | +7.7% | -9.0% | -2.9% |
| 6M | -0.5% | +13.2% | -13.7% | -3.1% |
| YTD | +19.6% | +26.5% | -6.8% | +13.6% |
| 1Y | +22.4% | +27.2% | -4.8% | +16.1% |
| 3Y | +55.9% | +71.5% | -15.7% | +37.3% |
| 5Y | +20.4% | +0.4% | +20.0% | +17.1% |
| All | +65.5% | +221.5% | -155.9% | +24.2% |
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