+792.2%
FN vs EXR
+217.7%
+574.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +8.0% | -1.1% | +9.1% | +8.3% |
| 30D | -19.1% | +18.8% | -37.9% | -22.3% |
| 3M | -29.8% | +9.9% | -39.7% | -31.4% |
| 6M | -43.2% | +12.6% | -55.8% | -45.1% |
| YTD | -18.9% | +26.5% | -45.4% | -23.8% |
| 1Y | -17.9% | +24.5% | -42.4% | -22.6% |
| 3Y | +120.1% | +52.4% | +67.7% | +92.4% |
| 5Y | +206.7% | -1.5% | +208.2% | +194.5% |
| All | +792.2% | +217.7% | +574.5% | +659.2% |
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 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