-72.9%
FRMI vs EXR
+9.2%
-82.1%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.6% | +14.4% | +13.3% |
| 7D | +34.6% | -1.2% | +35.8% | +33.3% |
| 30D | -44.6% | +18.3% | -62.9% | -41.1% |
| 3M | -72.9% | +9.1% | -82.0% | -74.1% |
| All | -72.9% | +9.2% | -82.1% | -74.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling