-62.0%
FGI vs EXR
-13.0%
-49.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.8% | +7.8% |
| 7D | +0.5% | -2.6% | +3.1% | +1.0% |
| 30D | +65.4% | -7.2% | +72.6% | +67.7% |
| 3M | +23.5% | -3.5% | +27.0% | +24.8% |
| 6M | +60.5% | -5.3% | +65.8% | +62.2% |
| YTD | +30.0% | +9.4% | +20.6% | +31.5% |
| 1Y | +82.1% | +1.3% | +80.7% | +84.2% |
| 3Y | -4.4% | +22.4% | -26.8% | -4.5% |
| All | -62.0% | -13.0% | -49.0% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling