+80.5%
FHN vs EXR
+215.7%
-135.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.3% | -1.2% | +2.5% | +1.6% |
| 30D | +2.8% | +18.3% | -15.5% | -1.9% |
| 3M | -8.9% | +9.1% | -18.0% | -11.2% |
| 6M | -0.7% | +11.7% | -12.4% | -3.9% |
| YTD | +0.1% | +25.7% | -25.6% | -6.4% |
| 1Y | +10.4% | +24.9% | -14.5% | +3.4% |
| 3Y | +128.8% | +51.4% | +77.4% | +99.3% |
| 5Y | +61.5% | -1.9% | +63.4% | +53.8% |
| All | +80.5% | +215.7% | -135.2% | +27.1% |
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