-22.2%
FIGR vs EXR
+16.2%
-38.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.7% |
| 7D | +5.1% | -1.1% | +6.2% | +5.0% |
| 30D | -15.0% | +18.8% | -33.8% | -13.3% |
| 3M | -13.1% | +9.9% | -23.0% | -12.8% |
| 6M | -37.9% | +12.6% | -50.6% | -37.2% |
| YTD | -40.8% | +26.5% | -67.3% | -38.9% |
| 1Y | -33.1% | +24.5% | -57.6% | -31.4% |
| All | -22.2% | +16.2% | -38.5% | -28.0% |
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