-67.7%
FGI vs EXR
+0.2%
-67.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -25.2% | +0.2% | -25.4% | -25.2% |
| 7D | -14.4% | -0.4% | -14.0% | -14.3% |
| 30D | -11.8% | +18.2% | -30.0% | -14.6% |
| 3M | -46.2% | +7.3% | -53.6% | -47.0% |
| 6M | +5.2% | +13.8% | -8.7% | +3.2% |
| YTD | +10.5% | +25.9% | -15.4% | +8.7% |
| 1Y | +25.5% | +25.8% | -0.3% | +23.3% |
| 3Y | -16.0% | +53.7% | -69.7% | -19.0% |
| All | -67.7% | +0.2% | -67.9% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling