+1,348.4%
FERG vs ECL
+646.8%
+701.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -2.6% | +2.6% | +0.6% |
| 30D | -10.2% | -2.2% | -8.0% | -9.8% |
| 3M | -0.6% | +10.1% | -10.7% | -2.7% |
| 6M | -6.5% | -5.7% | -0.8% | -5.4% |
| YTD | +4.2% | +7.0% | -2.8% | +2.7% |
| 1Y | -2.3% | +2.7% | -4.9% | -2.9% |
| 3Y | +48.5% | +57.7% | -9.2% | +35.8% |
| 5Y | +72.0% | +31.1% | +40.9% | +57.6% |
| 10Y | +369.9% | +150.9% | +219.0% | +315.1% |
| All | +1,348.4% | +646.8% | +701.6% | +1,251.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling