+743.6%
FN vs EXR
+221.5%
+522.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.6% | +12.2% | +11.8% |
| 7D | 0.0% | +5.2% | -5.2% | -1.2% |
| 30D | -34.3% | +20.9% | -55.2% | -37.1% |
| 3M | -39.9% | +7.7% | -47.6% | -41.0% |
| 6M | -51.8% | +13.2% | -65.0% | -53.5% |
| YTD | -28.1% | +26.5% | -54.6% | -32.5% |
| 1Y | -29.1% | +27.2% | -56.3% | -33.6% |
| 3Y | +102.4% | +71.5% | +30.9% | +71.3% |
| 5Y | +171.7% | +0.4% | +171.3% | +159.9% |
| All | +743.6% | +221.5% | +522.1% | +605.8% |
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