+1,548.3%
FERG vs EXR
+2,316.9%
-768.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.6% | +10.6% | +11.1% |
| 7D | +7.3% | +2.7% | +4.7% | +6.9% |
| 30D | +18.1% | +18.9% | -0.8% | +15.2% |
| 3M | +1.6% | +8.4% | -6.7% | +0.5% |
| 6M | +8.5% | +14.3% | -5.8% | +6.4% |
| YTD | +18.6% | +27.2% | -8.7% | +14.5% |
| 1Y | +5.7% | +25.9% | -20.2% | +2.2% |
| 3Y | +74.0% | +54.6% | +19.4% | +64.3% |
| 5Y | +83.9% | -0.6% | +84.5% | +79.6% |
| 10Y | +494.6% | +208.5% | +286.1% | +464.5% |
| All | +1,548.3% | +2,316.9% | -768.6% | +1,630.7% |
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