+23.0%
FIGR vs EXR
+0.4%
+22.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.5% | +6.4% |
| 7D | +13.5% | -0.7% | +14.2% | +13.4% |
| 30D | +33.7% | -6.9% | +40.6% | +31.7% |
| 3M | +37.3% | -3.0% | +40.3% | +36.3% |
| 6M | +25.5% | -2.9% | +28.5% | +21.9% |
| YTD | -6.3% | +9.3% | -15.6% | -4.7% |
| All | +23.0% | +0.4% | +22.6% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling