+383.1%
EWY vs FERG
+1,301.2%
-918.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.0% |
| 7D | +1.2% | -1.0% | +2.2% | +1.4% |
| 30D | +9.3% | -11.8% | +21.1% | +11.3% |
| 3M | +2.4% | -1.2% | +3.7% | +2.6% |
| 6M | +40.3% | -2.3% | +42.6% | +40.8% |
| YTD | +88.0% | +0.8% | +87.2% | +88.2% |
| 1Y | +143.8% | +0.5% | +143.3% | +143.9% |
| 3Y | +217.8% | +51.4% | +166.4% | +201.1% |
| 5Y | +142.7% | +67.5% | +75.2% | +125.8% |
| 10Y | +291.7% | +348.1% | -56.4% | +243.7% |
| All | +383.1% | +1,301.2% | -918.1% | +309.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling