+308.4%
VZ vs EXR
+3,113.6%
-2,805.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +5.6% | +6.8% | -1.2% | +3.9% |
| 30D | +1.9% | +19.6% | -17.7% | -2.5% |
| 3M | +0.8% | +8.0% | -7.2% | -1.2% |
| 6M | +0.6% | +17.2% | -16.5% | -3.3% |
| YTD | +20.8% | +27.2% | -6.4% | +13.5% |
| 1Y | +23.9% | +26.1% | -2.1% | +16.7% |
| 3Y | +55.7% | +70.7% | -15.0% | +33.9% |
| 5Y | +21.5% | +1.0% | +20.6% | +16.6% |
| 10Y | +68.5% | +227.1% | -158.6% | +15.7% |
| All | +308.4% | +3,113.6% | -2,805.2% | +43.9% |
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