+1.5%
FERG vs ED
+14.4%
-12.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.5% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -15.1% | +1.9% | -17.0% | -14.7% |
| 3M | -4.8% | +1.9% | -6.7% | -4.2% |
| 6M | -2.5% | -2.3% | -0.2% | -3.3% |
| YTD | +1.8% | +10.9% | -9.1% | +6.9% |
| All | +1.5% | +14.4% | -12.9% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling