-93.7%
FRMI vs EXR
+17.0%
-110.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.6% | +14.4% | +13.7% |
| 7D | +34.6% | -1.2% | +35.8% | +34.3% |
| 30D | -44.6% | +18.3% | -62.9% | -43.7% |
| 3M | -72.9% | +9.1% | -82.0% | -72.6% |
| 6M | -62.3% | +11.7% | -74.1% | -62.3% |
| YTD | -74.3% | +25.7% | -99.9% | -73.5% |
| 1Y | -90.5% | +24.9% | -115.4% | -90.3% |
| All | -93.7% | +17.0% | -110.7% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling