+351.3%
FERG vs ELV
+280.2%
+71.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.6% | +3.2% | -5.8% | -3.0% |
| 30D | -8.9% | +5.4% | -14.3% | -9.5% |
| 3M | -2.0% | +5.4% | -7.4% | -2.9% |
| 6M | -3.2% | +45.7% | -48.9% | -8.2% |
| YTD | +1.5% | +21.2% | -19.7% | -1.6% |
| 1Y | +0.5% | +35.6% | -35.1% | -4.2% |
| 3Y | +50.4% | -2.0% | +52.4% | +48.3% |
| 5Y | +68.7% | +26.0% | +42.7% | +61.3% |
| All | +351.3% | +280.2% | +71.1% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling