+351.3%
FERG vs EL
+26.1%
+325.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.6% | -6.5% | +3.9% | -1.4% |
| 30D | -8.9% | +11.1% | -20.0% | -10.9% |
| 3M | -2.0% | +10.7% | -12.8% | -4.2% |
| 6M | -3.2% | +6.9% | -10.1% | -5.3% |
| YTD | +1.5% | -6.3% | +7.8% | +1.3% |
| 1Y | +0.5% | +13.5% | -13.0% | -3.4% |
| 3Y | +50.4% | -33.1% | +83.5% | +50.7% |
| 5Y | +68.7% | -68.8% | +137.4% | +87.6% |
| All | +351.3% | +26.1% | +325.2% | +409.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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