+81.3%
FN vs EXR
+70.9%
+10.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.7% | -14.2% |
| 7D | -16.0% | +6.8% | -22.8% | -16.5% |
| 30D | -40.1% | +19.6% | -59.7% | -41.3% |
| 3M | -43.9% | +8.0% | -51.9% | -44.3% |
| 6M | -55.6% | +17.2% | -72.8% | -56.8% |
| YTD | -35.7% | +27.2% | -62.9% | -38.2% |
| 1Y | -39.8% | +26.1% | -65.9% | -42.2% |
| All | +81.3% | +70.9% | +10.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling