+74.0%
FERG vs EXR
+53.9%
+20.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.6% | +10.6% | +11.0% |
| 7D | +7.3% | +2.7% | +4.7% | +6.4% |
| 30D | +18.1% | +18.9% | -0.8% | +11.2% |
| 3M | +1.6% | +8.4% | -6.7% | -1.3% |
| 6M | +8.5% | +14.3% | -5.8% | +3.3% |
| YTD | +18.6% | +27.2% | -8.7% | +8.4% |
| 1Y | +5.7% | +25.9% | -20.2% | -3.0% |
| 3Y | +74.0% | +54.6% | +19.4% | +54.5% |
| All | +74.0% | +53.9% | +20.1% | +54.5% |
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