+289.3%
FN vs EXR
-11.8%
+301.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.5% |
| 7D | -1.7% | -2.6% | +0.9% | -1.0% |
| 30D | -22.0% | -7.2% | -14.8% | -20.4% |
| 3M | -43.0% | -3.5% | -39.5% | -42.8% |
| 6M | -27.7% | -5.3% | -22.5% | -27.2% |
| YTD | -10.5% | +9.4% | -19.9% | -13.6% |
| 1Y | +12.5% | +1.3% | +11.2% | +10.7% |
| 3Y | +153.8% | +22.4% | +131.4% | +124.8% |
| All | +289.3% | -11.8% | +301.1% | +285.7% |
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