+498.4%
FIVE vs EXR
+216.3%
+282.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | +12.7% | +18.2% | -5.5% | +5.5% |
| 3M | +2.1% | +7.3% | -5.3% | -0.8% |
| 6M | +17.5% | +13.8% | +3.6% | +11.1% |
| YTD | +31.0% | +25.9% | +5.0% | +18.6% |
| 1Y | +67.7% | +25.8% | +41.9% | +51.9% |
| 3Y | +43.4% | +53.7% | -10.3% | +16.7% |
| 5Y | +18.1% | -1.8% | +19.8% | +14.2% |
| All | +498.4% | +216.3% | +282.1% | +296.9% |
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 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