+40.5%
EEM vs FERG
+0.8%
+39.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.1% |
| 7D | +2.3% | 0.0% | +2.4% | +2.3% |
| 30D | +4.5% | -10.2% | +14.7% | +7.8% |
| 3M | -0.1% | -0.6% | +0.5% | -0.4% |
| 6M | +16.9% | -6.5% | +23.5% | +17.9% |
| YTD | +26.2% | +4.2% | +22.0% | +25.3% |
| 1Y | +40.5% | -2.3% | +42.8% | +40.7% |
| All | +40.5% | +0.8% | +39.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling