+49.3%
FGI vs EXR
+26.8%
+22.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.7% | +5.6% |
| 7D | +6.9% | -1.1% | +8.0% | +8.6% |
| 30D | +3.9% | +18.8% | -14.8% | -19.5% |
| 3M | +74.3% | +9.9% | +64.4% | +54.7% |
| 6M | +28.9% | +12.6% | +16.3% | +12.0% |
| YTD | +39.1% | +26.5% | +12.6% | +40.2% |
| 1Y | +49.3% | +24.5% | +24.9% | +52.2% |
| All | +49.3% | +26.8% | +22.6% | +52.2% |
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