+826.4%
FN vs EXR
+215.3%
+611.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.6% | +11.3% | +11.7% |
| 7D | +16.3% | +2.7% | +13.6% | +15.6% |
| 30D | -24.7% | +18.9% | -43.7% | -27.7% |
| 3M | -34.9% | +8.4% | -43.3% | -36.2% |
| 6M | -41.1% | +14.3% | -55.4% | -43.3% |
| YTD | -19.6% | +27.2% | -46.9% | -24.6% |
| 1Y | -18.5% | +25.9% | -44.5% | -23.4% |
| 3Y | +119.1% | +54.6% | +64.5% | +90.8% |
| 5Y | +206.9% | -0.6% | +207.5% | +194.1% |
| 10Y | +826.4% | +208.5% | +617.9% | +680.4% |
| All | +826.4% | +215.3% | +611.2% | +680.4% |
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