-18.5%
FN vs EXR
+25.3%
-43.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.2% | -7.5% | -7.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.2% |
| 30D | -16.5% | +18.2% | -34.7% | -15.1% |
| 3M | -42.1% | +7.3% | -49.4% | -41.2% |
| 6M | -52.9% | +13.8% | -66.7% | -53.2% |
| YTD | -28.0% | +25.9% | -53.9% | -27.9% |
| 1Y | -18.5% | +25.8% | -44.3% | -18.1% |
| All | -18.5% | +25.3% | -43.8% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling