+1,335.0%
FERG vs EFV
+204.6%
+1,130.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +3.4% | +1.0% | +2.4% | +3.1% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | +1.3% | +9.6% | -8.3% | -1.4% |
| 6M | -1.0% | +14.0% | -15.0% | -4.7% |
| YTD | +3.2% | +18.5% | -15.2% | -1.6% |
| 1Y | -3.0% | +27.9% | -30.9% | -9.4% |
| 3Y | +55.0% | +92.4% | -37.4% | +30.5% |
| 5Y | +72.6% | +97.2% | -24.5% | +43.8% |
| 10Y | +358.9% | +163.0% | +195.9% | +273.6% |
| All | +1,335.0% | +204.6% | +1,130.4% | +1,121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling