+851.7%
FIVE vs EXR
+620.6%
+231.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.6% |
| 7D | +4.3% | -2.6% | +6.8% | +5.3% |
| 30D | +12.5% | -7.2% | +19.7% | +15.8% |
| 3M | +31.2% | -3.5% | +34.7% | +32.8% |
| 6M | +14.4% | -5.3% | +19.7% | +16.3% |
| YTD | +33.9% | +9.4% | +24.5% | +28.3% |
| 1Y | +65.1% | +1.3% | +63.7% | +62.8% |
| 3Y | +49.0% | +22.4% | +26.5% | +32.8% |
| 5Y | +30.3% | -12.2% | +42.5% | +31.3% |
| 10Y | +481.1% | +148.6% | +332.5% | +285.7% |
| All | +851.7% | +620.6% | +231.1% | +380.8% |
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 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