+359.9%
FERG vs ELF
+299.0%
+60.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.6% |
| 7D | -1.0% | -10.8% | +9.8% | +0.1% |
| 30D | -11.8% | +0.8% | -12.6% | -12.0% |
| 3M | -1.2% | +64.8% | -66.0% | -6.3% |
| 6M | -2.3% | +19.0% | -21.3% | -4.6% |
| YTD | +0.8% | +25.9% | -25.2% | -2.5% |
| 1Y | +0.5% | -28.8% | +29.3% | +1.6% |
| 3Y | +51.4% | -29.6% | +81.0% | +47.2% |
| 5Y | +67.5% | +216.2% | -148.8% | +43.2% |
| All | +359.9% | +299.0% | +60.9% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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