+25.5%
FGI vs EXR
+25.3%
+0.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.2% | +0.2% | -25.4% | -25.4% |
| 7D | -14.4% | -0.4% | -14.0% | -14.0% |
| 30D | -11.8% | +18.2% | -30.0% | -31.3% |
| 3M | -46.2% | +7.3% | -53.6% | -51.5% |
| 6M | +5.2% | +13.8% | -8.7% | -8.9% |
| YTD | +10.5% | +25.9% | -15.4% | +13.3% |
| 1Y | +25.5% | +25.8% | -0.3% | +26.4% |
| All | +25.5% | +25.3% | +0.2% | +26.4% |
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