-84.3%
FRMI vs EXR
+1.8%
-86.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.6% | +5.2% |
| 7D | +2.4% | -2.6% | +5.0% | +2.2% |
| 30D | -17.3% | -7.2% | -10.1% | -17.7% |
| 3M | -17.2% | -3.5% | -13.7% | -18.1% |
| 6M | -43.4% | -5.3% | -38.1% | -45.3% |
| YTD | -36.0% | +9.4% | -45.4% | -35.2% |
| All | -84.3% | +1.8% | -86.1% | -83.8% |
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