+3,078.0%
FN vs EXR
+1,897.5%
+1,180.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.1% | -9.0% | -6.9% |
| 7D | -7.0% | +11.3% | -18.2% | -10.3% |
| 30D | -24.7% | +21.2% | -45.9% | -29.5% |
| 3M | -35.7% | +8.7% | -44.4% | -37.7% |
| 6M | -52.4% | +18.2% | -70.6% | -55.5% |
| YTD | -25.0% | +27.9% | -52.9% | -31.8% |
| 1Y | -25.7% | +28.3% | -54.0% | -32.6% |
| 3Y | +110.2% | +71.7% | +38.5% | +65.3% |
| 5Y | +192.3% | -0.6% | +193.0% | +176.0% |
| 10Y | +812.3% | +229.0% | +583.3% | +389.6% |
| All | +3,078.0% | +1,897.5% | +1,180.6% | +495.1% |
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