+351.3%
FERG vs EFX
+42.6%
+308.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -4.5% | +2.0% | -1.5% |
| 30D | -8.9% | -6.1% | -2.8% | -7.7% |
| 3M | -2.0% | +6.2% | -8.3% | -4.2% |
| 6M | -3.2% | -11.2% | +8.0% | -1.4% |
| YTD | +1.5% | -21.4% | +22.9% | +6.1% |
| 1Y | +0.5% | -34.3% | +34.8% | +9.7% |
| 3Y | +50.4% | -12.5% | +62.9% | +51.7% |
| 5Y | +68.7% | -35.6% | +104.3% | +74.1% |
| All | +351.3% | +42.6% | +308.7% | +331.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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