+421.0%
FERG vs ED
+143.7%
+277.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.6% |
| 7D | +8.2% | -1.7% | +9.9% | +8.3% |
| 30D | +14.4% | +10.7% | +3.7% | +13.5% |
| 3M | +4.3% | +11.6% | -7.3% | +3.4% |
| 6M | +7.9% | +13.5% | -5.6% | +6.7% |
| YTD | +16.3% | +23.1% | -6.9% | +14.1% |
| 1Y | +2.2% | +23.1% | -20.8% | +0.4% |
| 3Y | +67.3% | +47.9% | +19.4% | +60.1% |
| 5Y | +75.3% | +83.9% | -8.6% | +65.7% |
| All | +421.0% | +143.7% | +277.3% | +389.0% |
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