+73.0%
FERG vs EIX
+10.1%
+62.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +6.4% | -2.5% | +9.0% | +6.8% |
| 30D | +19.9% | +7.7% | +12.2% | +18.7% |
| 3M | +5.6% | -12.9% | +18.4% | +7.3% |
| 6M | +9.2% | -12.7% | +21.9% | +10.5% |
| YTD | +20.6% | +5.5% | +15.2% | +17.3% |
| 1Y | +5.7% | +9.4% | -3.7% | +2.0% |
| All | +73.0% | +10.1% | +62.9% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling