+72.6%
FERG vs ED
+71.7%
+1.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +3.4% | +0.5% | +2.8% | +3.3% |
| 30D | -11.5% | +1.1% | -12.6% | -11.7% |
| 3M | +1.3% | +4.6% | -3.4% | +0.6% |
| 6M | -1.0% | -2.0% | +1.0% | -0.8% |
| YTD | +3.2% | +11.7% | -8.5% | +1.3% |
| 1Y | -3.0% | +15.7% | -18.7% | -5.5% |
| 3Y | +55.0% | +34.4% | +20.7% | +42.5% |
| 5Y | +72.6% | +67.3% | +5.3% | +53.5% |
| All | +72.6% | +71.7% | +1.0% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling