+3.1%
FERG vs ELV
+42.6%
-39.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +2.1% |
| 7D | +7.7% | +4.8% | +2.9% | +7.1% |
| 30D | +11.5% | +10.1% | +1.4% | +10.2% |
| 3M | -2.4% | +15.4% | -17.7% | -4.0% |
| 6M | -4.0% | +17.7% | -21.7% | -6.0% |
| YTD | +13.4% | +25.7% | -12.3% | +8.4% |
| 1Y | +3.1% | +39.9% | -36.8% | -3.5% |
| All | +3.1% | +42.6% | -39.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling