+348.1%
FERG vs EXR
+149.6%
+198.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.0% | -3.2% | +2.2% | -0.3% |
| 30D | -11.8% | -6.9% | -4.9% | -10.5% |
| 3M | -1.2% | -7.8% | +6.6% | +0.4% |
| 6M | -2.3% | -4.9% | +2.6% | -1.4% |
| YTD | +0.8% | +7.2% | -6.4% | -0.7% |
| 1Y | +0.5% | -1.5% | +2.0% | +0.5% |
| 3Y | +51.4% | +22.3% | +29.1% | +44.9% |
| 5Y | +67.5% | -10.9% | +78.4% | +67.4% |
| All | +348.1% | +149.6% | +198.5% | +345.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling