+2,625.3%
FN vs EXR
+1,886.1%
+739.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.7% | -14.1% |
| 7D | -16.0% | +6.8% | -22.8% | -17.8% |
| 30D | -40.1% | +19.6% | -59.7% | -43.7% |
| 3M | -43.9% | +8.0% | -51.9% | -45.5% |
| 6M | -55.6% | +17.2% | -72.8% | -58.4% |
| YTD | -35.7% | +27.2% | -62.9% | -41.4% |
| 1Y | -39.8% | +26.1% | -65.9% | -45.1% |
| 3Y | +80.3% | +70.7% | +9.6% | +42.0% |
| 5Y | +143.3% | +1.0% | +142.3% | +128.4% |
| 10Y | +682.3% | +227.1% | +455.2% | +320.8% |
| All | +2,625.3% | +1,886.1% | +739.2% | +411.4% |
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