-33.1%
FIGR vs EXR
+26.8%
-59.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.5% | +3.6% |
| 7D | +5.1% | -1.1% | +6.2% | +5.1% |
| 30D | -15.0% | +18.8% | -33.8% | -14.4% |
| 3M | -13.1% | +9.9% | -23.0% | -13.5% |
| 6M | -37.9% | +12.6% | -50.6% | -37.9% |
| YTD | -40.8% | +26.5% | -67.3% | -41.1% |
| 1Y | -33.1% | +24.5% | -57.6% | -34.8% |
| All | -33.1% | +26.8% | -59.9% | -34.8% |
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