+110.7%
FIVN vs EXR
+151.8%
-41.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | -7.8% | -1.2% | -6.7% | -7.5% |
| 30D | -1.7% | -6.2% | +4.5% | +0.6% |
| 3M | +47.2% | -7.4% | +54.6% | +51.4% |
| 6M | +82.7% | -0.5% | +83.3% | +82.0% |
| YTD | +52.9% | +8.1% | +44.8% | +47.5% |
| 1Y | +17.5% | -2.9% | +20.3% | +17.5% |
| 3Y | -55.8% | +22.9% | -78.8% | -60.1% |
| 5Y | -82.3% | -10.2% | -72.2% | -82.5% |
| All | +110.7% | +151.8% | -41.1% | +65.4% |
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