+2.3%
FGI vs EXR
+70.9%
-68.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -11.6% | +6.8% | -18.4% | -13.4% |
| 30D | -3.3% | +19.6% | -22.9% | -8.1% |
| 3M | +65.6% | +8.0% | +57.6% | +61.7% |
| 6M | -2.8% | +17.2% | -19.9% | -5.6% |
| YTD | +30.1% | +27.2% | +2.9% | +28.1% |
| 1Y | +50.2% | +26.1% | +24.1% | +47.5% |
| All | +2.3% | +70.9% | -68.6% | +2.9% |
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