+424.2%
FERG vs ED
+147.1%
+277.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +9.7% | +2.1% | +7.7% | +9.6% |
| 30D | +15.0% | +10.4% | +4.6% | +14.1% |
| 3M | +3.8% | +12.5% | -8.8% | +2.8% |
| 6M | +10.6% | +14.9% | -4.3% | +9.3% |
| YTD | +17.0% | +24.8% | -7.9% | +14.7% |
| 1Y | +7.1% | +23.8% | -16.7% | +5.1% |
| 3Y | +67.7% | +51.6% | +16.1% | +60.2% |
| 5Y | +76.4% | +86.4% | -10.0% | +66.6% |
| All | +424.2% | +147.1% | +277.1% | +391.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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