-83.2%
FIG vs EXR
+17.5%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | -12.6% | +2.7% | -15.3% | -13.0% |
| 30D | -13.8% | +18.9% | -32.7% | -16.1% |
| 3M | -16.7% | +8.4% | -25.1% | -18.6% |
| 6M | -6.1% | +14.3% | -20.4% | -7.5% |
| YTD | -48.1% | +27.2% | -75.3% | -51.6% |
| 1Y | -56.2% | +25.9% | -82.1% | -59.1% |
| All | -83.2% | +17.5% | -100.7% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling