+69.3%
FERG vs EXR
-13.9%
+83.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.5% |
| 7D | +0.9% | -3.1% | +4.0% | +2.0% |
| 30D | -15.1% | -7.5% | -7.5% | -12.8% |
| 3M | -4.8% | -7.5% | +2.7% | -2.4% |
| 6M | -2.5% | -5.2% | +2.7% | -0.9% |
| YTD | +1.8% | +6.5% | -4.7% | -0.7% |
| 1Y | -0.3% | -2.0% | +1.7% | -0.3% |
| 3Y | +52.9% | +21.5% | +31.4% | +39.8% |
| 5Y | +69.3% | -11.5% | +80.8% | +72.2% |
| All | +69.3% | -13.9% | +83.2% | +72.2% |
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 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