+143.3%
FN vs EXR
-1.5%
+144.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.7% | -14.1% |
| 7D | -16.0% | +6.8% | -22.8% | -17.4% |
| 30D | -40.1% | +19.6% | -59.7% | -42.9% |
| 3M | -43.9% | +8.0% | -51.9% | -45.1% |
| 6M | -55.6% | +17.2% | -72.8% | -57.9% |
| YTD | -35.7% | +27.2% | -62.9% | -40.4% |
| 1Y | -39.8% | +26.1% | -65.9% | -44.2% |
| 3Y | +80.3% | +70.7% | +9.6% | +42.3% |
| 5Y | +143.3% | +1.0% | +142.3% | +125.5% |
| All | +143.3% | -1.5% | +144.8% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling