+67.7%
FERG vs EFX
-36.2%
+103.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -2.6% | -4.5% | +2.0% | -1.0% |
| 30D | -8.9% | -6.1% | -2.8% | -7.2% |
| 3M | -2.0% | +6.2% | -8.3% | -5.4% |
| 6M | -3.2% | -11.2% | +8.0% | -0.5% |
| YTD | +1.5% | -21.4% | +22.9% | +8.5% |
| 1Y | +0.5% | -34.3% | +34.8% | +15.3% |
| 3Y | +50.4% | -12.5% | +62.9% | +47.0% |
| All | +67.7% | -36.2% | +103.9% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling