+67.5%
FERG vs EFV
+94.1%
-26.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | -1.0% | -2.0% | +1.0% | +1.0% |
| 30D | -11.8% | -0.2% | -11.6% | -11.7% |
| 3M | -1.2% | +9.1% | -10.4% | -9.6% |
| 6M | -2.3% | +11.7% | -14.0% | -12.7% |
| YTD | +0.8% | +17.0% | -16.3% | -14.0% |
| 1Y | +0.5% | +26.7% | -26.2% | -20.7% |
| 3Y | +51.4% | +90.2% | -38.8% | -22.3% |
| 5Y | +67.5% | +96.1% | -28.6% | -18.0% |
| All | +67.5% | +94.1% | -26.6% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling