+70.3%
FERG vs ECL
+79.5%
-9.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +7.2% | +0.4% | +6.8% | +7.1% |
| 30D | +17.9% | +8.6% | +9.3% | +13.2% |
| 3M | -1.3% | +7.9% | -9.2% | -5.0% |
| 6M | +8.3% | +21.0% | -12.7% | -2.0% |
| YTD | +18.3% | +17.5% | +0.8% | +9.0% |
| 1Y | +4.7% | +19.7% | -14.9% | -4.3% |
| 3Y | +70.3% | +77.4% | -7.1% | +36.3% |
| All | +70.3% | +79.5% | -9.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling