+551.0%
FIVE vs EXR
+221.5%
+329.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -0.3% | +5.2% | -5.5% | -2.2% |
| 30D | +17.7% | +20.9% | -3.2% | +9.2% |
| 3M | +4.0% | +7.7% | -3.7% | +0.9% |
| 6M | +2.6% | +13.2% | -10.6% | -2.7% |
| YTD | +27.6% | +26.5% | +1.1% | +15.4% |
| 1Y | +59.9% | +27.2% | +32.7% | +44.2% |
| 3Y | +35.8% | +71.5% | -35.8% | +5.4% |
| 5Y | +14.4% | +0.4% | +14.1% | +9.8% |
| All | +551.0% | +221.5% | +329.5% | +338.5% |
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 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