-82.4%
FRMI vs EXR
+1.7%
-84.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.5% | -0.1% | +11.6% | +11.5% |
| 7D | +23.3% | -0.7% | +24.0% | +23.3% |
| 30D | -7.6% | -6.9% | -0.7% | -8.1% |
| 3M | +0.2% | -3.0% | +3.2% | -1.1% |
| 6M | -28.7% | -2.9% | -25.8% | -31.0% |
| YTD | -28.6% | +9.3% | -37.9% | -27.8% |
| All | -82.4% | +1.7% | -84.2% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling