-83.2%
FIG vs EXR
+16.2%
-99.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -9.5% | +18.2% | -27.7% | -11.7% |
| 3M | -26.2% | +7.3% | -33.5% | -27.6% |
| 6M | +2.7% | +13.8% | -11.1% | +1.4% |
| YTD | -48.0% | +25.9% | -73.9% | -51.4% |
| 1Y | -52.0% | +25.8% | -77.9% | -55.4% |
| All | -83.2% | +16.2% | -99.4% | -85.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling