+69.3%
FERG vs ECL
+25.4%
+43.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -0.2% |
| 7D | +0.9% | -2.7% | +3.6% | +2.4% |
| 30D | -15.1% | -4.3% | -10.8% | -13.1% |
| 3M | -4.8% | +3.2% | -8.1% | -6.7% |
| 6M | -2.5% | -2.9% | +0.4% | -1.3% |
| YTD | +1.8% | +4.3% | -2.4% | -0.6% |
| 1Y | -0.3% | +1.6% | -2.0% | -1.7% |
| 3Y | +52.9% | +54.3% | -1.3% | +20.1% |
| 5Y | +69.3% | +26.5% | +42.8% | +38.6% |
| All | +69.3% | +25.4% | +43.9% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling