+51.0%
FGI vs EXR
+26.1%
+24.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | -7.0% | +5.2% | -12.2% | -13.9% |
| 30D | -4.2% | +20.9% | -25.1% | -27.4% |
| 3M | +55.6% | +7.7% | +47.9% | +40.6% |
| 6M | -3.2% | +13.2% | -16.3% | -15.9% |
| YTD | +29.1% | +26.5% | +2.6% | +26.5% |
| 1Y | +51.0% | +27.2% | +23.8% | +40.2% |
| All | +51.0% | +26.1% | +24.9% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling