+1,348.4%
FERG vs EAT
+2,011.2%
-662.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -10.2% | +1.9% | -12.1% | -10.4% |
| 3M | -0.6% | +68.7% | -69.2% | -4.3% |
| 6M | -6.5% | +66.9% | -73.4% | -10.1% |
| YTD | +4.2% | +60.4% | -56.2% | +0.4% |
| 1Y | -2.3% | +44.0% | -46.3% | -5.3% |
| 3Y | +48.5% | +604.7% | -556.2% | +30.1% |
| 5Y | +72.0% | +347.0% | -275.0% | +50.8% |
| 10Y | +369.9% | +390.8% | -20.9% | +321.7% |
| All | +1,348.4% | +2,011.2% | -662.8% | +1,226.3% |
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