+69.3%
FERG vs ELF
+230.6%
-161.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | +0.9% | -6.8% | +7.7% | +1.9% |
| 30D | -15.1% | +5.1% | -20.1% | -15.8% |
| 3M | -4.8% | +79.8% | -84.6% | -13.2% |
| 6M | -2.5% | +29.7% | -32.2% | -7.1% |
| YTD | +1.8% | +31.6% | -29.8% | -3.7% |
| 1Y | -0.3% | -27.9% | +27.6% | +1.4% |
| 3Y | +52.9% | -26.4% | +79.4% | +42.9% |
| 5Y | +69.3% | +235.6% | -166.3% | -1.0% |
| All | +69.3% | +230.6% | -161.3% | -1.0% |
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