-59.3%
FGI vs EXR
+0.6%
-60.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.8% |
| 7D | +6.9% | -1.1% | +8.0% | +7.1% |
| 30D | +3.9% | +18.8% | -14.8% | +0.5% |
| 3M | +74.3% | +9.9% | +64.4% | +71.3% |
| 6M | +28.9% | +12.6% | +16.3% | +26.5% |
| YTD | +39.1% | +26.5% | +12.6% | +36.8% |
| 1Y | +49.3% | +24.5% | +24.9% | +46.7% |
| 3Y | +5.7% | +52.4% | -46.7% | +2.0% |
| All | -59.3% | +0.6% | -60.0% | -58.1% |
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 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