+351.3%
FERG vs EFV
+169.9%
+181.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -8.9% | +0.6% | -9.5% | -9.2% |
| 3M | -2.0% | +7.5% | -9.6% | -5.6% |
| 6M | -3.2% | +13.0% | -16.2% | -9.0% |
| YTD | +1.5% | +18.3% | -16.8% | -6.5% |
| 1Y | +0.5% | +26.7% | -26.3% | -10.4% |
| 3Y | +50.4% | +89.6% | -39.2% | +11.7% |
| 5Y | +68.7% | +98.2% | -29.5% | +21.7% |
| All | +351.3% | +169.9% | +181.4% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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