+95.9%
FIVN vs EXR
+215.7%
-119.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | -17.4% | -1.2% | -16.2% | -17.0% |
| 30D | -20.4% | +18.3% | -38.7% | -25.1% |
| 3M | -9.6% | +9.1% | -18.7% | -12.4% |
| 6M | +34.7% | +11.7% | +22.9% | +29.2% |
| YTD | +40.6% | +25.7% | +14.9% | +28.5% |
| 1Y | +34.3% | +24.9% | +9.4% | +22.9% |
| 3Y | -55.5% | +51.4% | -106.9% | -62.6% |
| 5Y | -82.5% | -1.9% | -80.5% | -83.3% |
| All | +95.9% | +215.7% | -119.8% | +49.7% |
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