-47.5%
FND vs EXR
+24.9%
-72.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.7% |
| 7D | -5.2% | -2.6% | -2.7% | -3.2% |
| 30D | -19.9% | -7.2% | -12.7% | -14.9% |
| 3M | +2.7% | -3.5% | +6.2% | +5.8% |
| 6M | -21.7% | -5.3% | -16.4% | -18.0% |
| YTD | -17.5% | +9.4% | -26.9% | -22.3% |
| 1Y | -39.3% | +1.3% | -40.6% | -39.5% |
| All | -47.5% | +24.9% | -72.4% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling