+48.5%
FND vs EXR
+143.3%
-94.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.9% |
| 7D | -0.8% | -3.1% | +2.3% | +1.2% |
| 30D | -19.6% | -7.5% | -12.1% | -15.5% |
| 3M | -4.3% | -7.5% | +3.2% | +0.6% |
| 6M | -20.4% | -5.2% | -15.3% | -17.3% |
| YTD | -21.9% | +6.5% | -28.4% | -24.3% |
| 1Y | -45.2% | -2.0% | -43.2% | -44.0% |
| 3Y | -49.2% | +21.5% | -70.8% | -54.4% |
| 5Y | -61.8% | -11.5% | -50.3% | -59.1% |
| All | +48.5% | +143.3% | -94.8% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling