+52.7%
EFA vs FERG
+67.5%
-14.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -1.5% | -2.6% | +1.0% | -0.7% |
| 30D | -1.7% | -8.9% | +7.2% | +1.1% |
| 3M | +3.5% | -2.0% | +5.5% | +3.7% |
| 6M | +9.5% | -3.2% | +12.7% | +9.8% |
| YTD | +12.9% | +1.5% | +11.4% | +11.4% |
| 1Y | +18.2% | +0.5% | +17.7% | +16.4% |
| 3Y | +64.8% | +50.4% | +14.4% | +35.3% |
| All | +52.7% | +67.5% | -14.9% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling