+55.0%
FERG vs ELF
-23.6%
+78.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.3% |
| 7D | +3.4% | -1.2% | +4.5% | +3.5% |
| 30D | -11.5% | +5.9% | -17.4% | -12.2% |
| 3M | +1.3% | +99.5% | -98.2% | -7.3% |
| 6M | -1.0% | +26.5% | -27.5% | -4.5% |
| YTD | +3.2% | +37.2% | -34.0% | -1.8% |
| 1Y | -3.0% | -24.4% | +21.5% | -2.2% |
| 3Y | +55.0% | -23.3% | +78.4% | +49.9% |
| All | +55.0% | -23.6% | +78.6% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling