+126.4%
FHN vs EXR
+53.5%
+72.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.1% | -0.4% | +2.6% | +2.3% |
| 30D | +3.8% | +18.2% | -14.4% | -1.4% |
| 3M | -8.9% | +7.3% | -16.3% | -11.0% |
| 6M | +1.8% | +13.8% | -12.0% | -2.3% |
| YTD | +0.6% | +25.9% | -25.3% | -6.5% |
| 1Y | +12.9% | +25.8% | -12.9% | +5.0% |
| 3Y | +126.4% | +53.7% | +72.7% | +69.1% |
| All | +126.4% | +53.5% | +72.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling