+128.5%
EEM vs FERG
+351.3%
-222.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | +2.1% | -8.9% | +11.0% | +3.5% |
| 3M | +1.0% | -2.0% | +3.1% | +1.2% |
| 6M | +15.9% | -3.2% | +19.1% | +16.3% |
| YTD | +24.6% | +1.5% | +23.1% | +24.3% |
| 1Y | +32.3% | +0.5% | +31.8% | +31.8% |
| 3Y | +85.9% | +50.4% | +35.5% | +74.7% |
| 5Y | +45.4% | +68.7% | -23.3% | +33.3% |
| All | +128.5% | +351.3% | -222.8% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling