+3,689.8%
FN vs EXR
+1,607.1%
+2,082.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.4% | +3.5% |
| 7D | -1.7% | -2.6% | +0.9% | -0.9% |
| 30D | -22.0% | -7.2% | -14.8% | -20.1% |
| 3M | -43.0% | -3.5% | -39.5% | -42.8% |
| 6M | -27.7% | -5.3% | -22.5% | -26.9% |
| YTD | -10.5% | +9.4% | -19.9% | -14.0% |
| 1Y | +12.5% | +1.3% | +11.2% | +10.6% |
| 3Y | +153.8% | +22.4% | +131.4% | +125.6% |
| 5Y | +288.0% | -12.2% | +300.2% | +282.2% |
| 10Y | +906.4% | +148.6% | +757.8% | +509.0% |
| All | +3,689.8% | +1,607.1% | +2,082.6% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling