-83.4%
FRMI vs EXR
-0.2%
-83.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | +10.9% | -3.2% | +14.1% | +10.6% |
| 30D | -24.3% | -6.9% | -17.4% | -24.7% |
| 3M | -21.8% | -7.8% | -14.0% | -22.5% |
| 6M | -33.0% | -4.9% | -28.2% | -35.3% |
| YTD | -32.6% | +7.2% | -39.8% | -31.9% |
| All | -83.4% | -0.2% | -83.2% | -83.0% |
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