-56.6%
FIG vs EXR
+0.3%
-57.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -16.4% | -0.7% | -15.7% | -16.4% |
| 30D | -2.3% | -6.9% | +4.6% | -2.9% |
| 3M | +7.8% | -3.0% | +10.8% | +8.3% |
| 6M | -21.8% | -2.9% | -18.9% | -21.6% |
| YTD | -39.1% | +9.3% | -48.4% | -39.9% |
| 1Y | -56.6% | -0.9% | -55.7% | -56.3% |
| All | -56.6% | +0.3% | -57.0% | -56.3% |
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