+50.9%
FERG vs EL
-32.9%
+83.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.9% |
| 7D | +0.9% | -2.4% | +3.3% | +1.3% |
| 30D | -15.1% | +13.7% | -28.7% | -17.1% |
| 3M | -4.8% | +14.5% | -19.3% | -7.3% |
| 6M | -2.5% | +7.4% | -9.9% | -4.5% |
| YTD | +1.8% | -4.7% | +6.5% | +1.4% |
| 1Y | -0.3% | +12.9% | -13.3% | -3.7% |
| All | +50.9% | -32.9% | +83.7% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling