+1,577.3%
FERG vs EL
+469.7%
+1,107.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +2.9% | +2.1% |
| 7D | +6.4% | +0.3% | +6.2% | +6.4% |
| 30D | +19.9% | +12.3% | +7.6% | +17.9% |
| 3M | +5.6% | +28.4% | -22.8% | +1.6% |
| 6M | +9.2% | +36.7% | -27.5% | +3.9% |
| YTD | +20.6% | +8.4% | +12.3% | +17.9% |
| 1Y | +5.7% | +25.4% | -19.7% | +1.2% |
| 3Y | +73.6% | +3.4% | +70.2% | +64.5% |
| 5Y | +86.2% | -64.8% | +151.0% | +94.4% |
| 10Y | +440.7% | +63.0% | +377.7% | +446.5% |
| All | +1,577.3% | +469.7% | +1,107.6% | +1,654.2% |
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