-17.5%
FIGR vs EXR
+15.5%
-33.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.8% | +6.1% |
| 7D | +22.8% | -1.2% | +24.0% | +22.7% |
| 30D | -5.8% | +18.3% | -24.1% | -3.9% |
| 3M | -16.3% | +9.1% | -25.4% | -16.1% |
| 6M | -35.0% | +11.7% | -46.8% | -34.3% |
| YTD | -37.1% | +25.7% | -62.8% | -35.2% |
| 1Y | -31.2% | +24.9% | -56.1% | -29.2% |
| All | -17.5% | +15.5% | -33.0% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling