+352.7%
FERG vs EXR
+148.1%
+204.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.8% |
| 7D | +0.9% | -3.1% | +4.0% | +1.5% |
| 30D | -15.1% | -7.5% | -7.5% | -13.7% |
| 3M | -4.8% | -7.5% | +2.7% | -3.4% |
| 6M | -2.5% | -5.2% | +2.7% | -1.5% |
| YTD | +1.8% | +6.5% | -4.7% | +0.4% |
| 1Y | -0.3% | -2.0% | +1.7% | -0.2% |
| 3Y | +52.9% | +21.5% | +31.4% | +46.6% |
| 5Y | +69.3% | -11.5% | +80.8% | +69.4% |
| All | +352.7% | +148.1% | +204.6% | +350.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling