-62.3%
FGI vs EXR
+0.6%
-62.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -7.0% | +5.2% | -12.2% | -8.0% |
| 30D | -4.2% | +20.9% | -25.1% | -7.7% |
| 3M | +55.6% | +7.7% | +47.9% | +53.3% |
| 6M | -3.2% | +13.2% | -16.3% | -5.0% |
| YTD | +29.1% | +26.5% | +2.6% | +26.9% |
| 1Y | +51.0% | +27.2% | +23.8% | +48.2% |
| 3Y | +1.5% | +71.5% | -70.0% | -3.0% |
| All | -62.3% | +0.6% | -62.9% | -61.1% |
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