+1,348.4%
FERG vs EXR
+1,976.9%
-628.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | 0.0% | -2.6% | +2.5% | +0.3% |
| 30D | -10.2% | -7.2% | -3.0% | -9.2% |
| 3M | -0.6% | -3.5% | +2.9% | -0.1% |
| 6M | -6.5% | -5.3% | -1.2% | -5.9% |
| YTD | +4.2% | +9.4% | -5.2% | +2.8% |
| 1Y | -2.3% | +1.3% | -3.6% | -2.6% |
| 3Y | +48.5% | +22.4% | +26.1% | +44.4% |
| 5Y | +72.0% | -12.2% | +84.3% | +71.6% |
| 10Y | +369.9% | +148.6% | +221.3% | +356.6% |
| All | +1,348.4% | +1,976.9% | -628.5% | +1,454.3% |
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