+20.7%
FIVE vs EXR
-1.3%
+21.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | +18.1% | +18.0% | 0.0% | +10.4% |
| 3M | +7.7% | +9.7% | -1.9% | +3.7% |
| 6M | +13.6% | +13.4% | +0.2% | +7.4% |
| YTD | +34.6% | +26.3% | +8.3% | +21.4% |
| 1Y | +66.2% | +27.6% | +38.7% | +49.2% |
| 3Y | +43.5% | +52.2% | -8.7% | +15.2% |
| 5Y | +20.7% | -1.1% | +21.7% | +17.0% |
| All | +20.7% | -1.3% | +21.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling