+78.0%
FERG vs ELF
+272.3%
-194.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | 0.0% |
| 7D | +9.7% | +1.6% | +8.2% | +9.5% |
| 30D | +15.0% | +9.1% | +5.9% | +13.6% |
| 3M | +3.8% | +28.2% | -24.4% | -0.1% |
| 6M | +10.6% | +119.5% | -108.9% | -2.2% |
| YTD | +17.0% | +55.2% | -38.2% | +8.0% |
| 1Y | +7.1% | +58.6% | -51.5% | -1.6% |
| 3Y | +67.7% | +21.3% | +46.5% | +42.7% |
| All | +78.0% | +272.3% | -194.3% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling