+1,335.0%
FERG vs EFX
+557.8%
+777.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.3% |
| 7D | +3.4% | -7.8% | +11.2% | +4.9% |
| 30D | -11.5% | -5.7% | -5.8% | -10.7% |
| 3M | +1.3% | +2.5% | -1.2% | +0.2% |
| 6M | -1.0% | -16.7% | +15.7% | +1.8% |
| YTD | +3.2% | -20.2% | +23.4% | +6.7% |
| 1Y | -3.0% | -31.4% | +28.4% | +3.1% |
| 3Y | +55.0% | -10.5% | +65.5% | +56.1% |
| 5Y | +72.6% | -35.2% | +107.9% | +77.3% |
| 10Y | +358.9% | +40.2% | +318.8% | +345.3% |
| All | +1,335.0% | +557.8% | +777.2% | +1,199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling