+810.4%
FIVE vs EXR
+738.3%
+72.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.0% |
| 7D | -1.7% | +6.8% | -8.5% | -4.2% |
| 30D | +14.9% | +19.6% | -4.7% | +7.2% |
| 3M | +7.6% | +8.0% | -0.3% | +4.4% |
| 6M | +6.4% | +17.2% | -10.7% | -0.4% |
| YTD | +28.1% | +27.2% | +0.9% | +15.7% |
| 1Y | +54.7% | +26.1% | +28.6% | +40.1% |
| 3Y | +36.1% | +70.7% | -34.6% | +6.3% |
| 5Y | +14.9% | +1.0% | +13.9% | +9.8% |
| 10Y | +578.8% | +227.1% | +351.8% | +306.0% |
| All | +810.4% | +738.3% | +72.1% | +333.5% |
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 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