+348.1%
FERG vs EAT
+379.9%
-31.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.0% | -6.2% | +5.2% | -0.5% |
| 30D | -11.8% | -3.0% | -8.8% | -11.7% |
| 3M | -1.2% | +45.6% | -46.9% | -4.5% |
| 6M | -2.3% | +53.5% | -55.9% | -6.1% |
| YTD | +0.8% | +49.6% | -48.8% | -3.0% |
| 1Y | +0.5% | +38.9% | -38.4% | -3.0% |
| 3Y | +51.4% | +589.7% | -538.3% | +29.0% |
| 5Y | +67.5% | +318.7% | -251.2% | +43.3% |
| All | +348.1% | +379.9% | -31.7% | +325.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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