+222.9%
EWY vs FERG
+51.9%
+171.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | -0.1% | -2.6% | +2.5% | +0.9% |
| 30D | +7.3% | -8.9% | +16.2% | +10.9% |
| 3M | -5.1% | -2.0% | -3.1% | -4.6% |
| 6M | +42.1% | -3.2% | +45.2% | +43.3% |
| YTD | +94.1% | +1.5% | +92.6% | +93.9% |
| 1Y | +147.8% | +0.5% | +147.3% | +147.5% |
| 3Y | +222.9% | +50.4% | +172.5% | +177.7% |
| All | +222.9% | +51.9% | +171.0% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling