+424.2%
FERG vs EL
+62.2%
+362.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | +9.7% | +1.5% | +8.2% | +9.5% |
| 30D | +15.0% | +10.0% | +5.0% | +13.0% |
| 3M | +3.8% | +28.4% | -24.7% | -1.3% |
| 6M | +10.6% | +37.1% | -26.4% | +3.6% |
| YTD | +17.0% | +7.8% | +9.1% | +13.6% |
| 1Y | +7.1% | +26.0% | -19.0% | +0.9% |
| 3Y | +67.7% | +3.8% | +63.9% | +55.9% |
| 5Y | +76.4% | -65.2% | +141.6% | +92.6% |
| All | +424.2% | +62.2% | +362.1% | +433.9% |
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