+1,526.4%
FERG vs EAT
+1,718.8%
-192.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.6% |
| 7D | +9.7% | -4.0% | +13.7% | +10.0% |
| 30D | +15.0% | -2.9% | +17.9% | +15.2% |
| 3M | +3.8% | -16.9% | +20.6% | +4.9% |
| 6M | +10.6% | +57.0% | -46.3% | +6.9% |
| YTD | +17.0% | +38.2% | -21.2% | +13.8% |
| 1Y | +7.1% | +69.3% | -62.2% | +2.8% |
| 3Y | +67.7% | +483.0% | -415.2% | +48.7% |
| 5Y | +76.4% | +364.1% | -287.7% | +55.7% |
| 10Y | +424.2% | +320.8% | +103.4% | +374.8% |
| All | +1,526.4% | +1,718.8% | -192.4% | +1,403.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling