-51.7%
FIG vs EXR
+28.1%
-79.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.2% | +5.2% |
| 7D | -4.7% | +11.3% | -15.9% | -4.6% |
| 30D | +0.5% | +21.2% | -20.6% | +0.8% |
| 3M | -18.4% | +8.7% | -27.1% | -19.7% |
| 6M | +10.9% | +18.2% | -7.3% | +13.2% |
| YTD | -40.8% | +27.9% | -68.7% | -39.8% |
| 1Y | -51.7% | +28.3% | -80.0% | -51.3% |
| All | -51.7% | +28.1% | -79.7% | -51.3% |
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