+421.0%
FERG vs ECL
+192.9%
+228.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -3.3% |
| 7D | +8.2% | -0.5% | +8.6% | +8.4% |
| 30D | +14.4% | +6.6% | +7.8% | +12.2% |
| 3M | +4.3% | +9.6% | -5.3% | +1.4% |
| 6M | +7.9% | +21.6% | -13.7% | +1.4% |
| YTD | +16.3% | +16.9% | -0.6% | +10.8% |
| 1Y | +2.2% | +17.9% | -15.6% | -2.8% |
| 3Y | +67.3% | +76.5% | -9.2% | +41.8% |
| 5Y | +75.3% | +36.6% | +38.7% | +51.5% |
| All | +421.0% | +192.9% | +228.2% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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