+61.2%
FIVE vs EXR
+28.1%
+33.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +5.7% |
| 7D | +7.5% | +11.3% | -3.8% | +4.1% |
| 30D | +16.7% | +21.2% | -4.5% | +10.3% |
| 3M | +13.4% | +8.7% | +4.6% | +10.2% |
| 6M | +9.0% | +18.2% | -9.2% | +2.8% |
| YTD | +33.8% | +27.9% | +5.8% | +22.8% |
| 1Y | +61.2% | +28.3% | +32.8% | +47.8% |
| All | +61.2% | +28.1% | +33.1% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling