+424.2%
FERG vs ECL
+197.5%
+226.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.1% |
| 7D | +9.7% | +2.9% | +6.9% | +8.8% |
| 30D | +15.0% | +7.5% | +7.5% | +12.6% |
| 3M | +3.8% | +12.2% | -8.5% | +0.1% |
| 6M | +10.6% | +24.6% | -13.9% | +3.2% |
| YTD | +17.0% | +18.8% | -1.8% | +10.9% |
| 1Y | +7.1% | +19.3% | -12.2% | +1.4% |
| 3Y | +67.7% | +78.2% | -10.5% | +41.7% |
| 5Y | +76.4% | +38.8% | +37.6% | +51.6% |
| All | +424.2% | +197.5% | +226.7% | +287.3% |
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