-92.0%
FRMI vs EXR
+17.2%
-109.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.7% | +0.2% | +26.5% | +26.7% |
| 7D | +66.2% | -0.4% | +66.7% | +66.1% |
| 30D | -17.4% | +18.2% | -35.6% | -16.0% |
| 3M | -60.5% | +7.3% | -67.8% | -60.1% |
| 6M | -56.5% | +13.8% | -70.3% | -56.4% |
| YTD | -67.4% | +25.9% | -93.3% | -66.5% |
| 1Y | -85.1% | +25.8% | -110.9% | -84.6% |
| All | -92.0% | +17.2% | -109.2% | -91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling