+61.7%
FHN vs EXR
-1.8%
+63.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.1% | -0.4% | +2.6% | +2.2% |
| 30D | +3.8% | +18.2% | -14.4% | +0.5% |
| 3M | -8.9% | +7.3% | -16.3% | -10.2% |
| 6M | +1.8% | +13.8% | -12.0% | -0.7% |
| YTD | +0.6% | +25.9% | -25.3% | -3.7% |
| 1Y | +12.9% | +25.8% | -12.9% | +8.1% |
| 3Y | +126.4% | +53.7% | +72.7% | +109.5% |
| All | +61.7% | -1.8% | +63.5% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling