+1,348.4%
FERG vs EL
+426.7%
+921.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.9% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | -10.2% | +19.8% | -30.0% | -12.6% |
| 3M | -0.6% | +25.7% | -26.3% | -4.0% |
| 6M | -6.5% | +5.4% | -12.0% | -7.9% |
| YTD | +4.2% | +0.2% | +4.0% | +3.0% |
| 1Y | -2.3% | +20.4% | -22.7% | -5.9% |
| 3Y | +48.5% | -32.1% | +80.6% | +47.7% |
| 5Y | +72.0% | -67.2% | +139.2% | +81.6% |
| 10Y | +369.9% | +31.7% | +338.1% | +381.6% |
| All | +1,348.4% | +426.7% | +921.7% | +1,433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling