+67.7%
FERG vs ELV
+25.1%
+42.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -2.6% | +3.2% | -5.8% | -3.1% |
| 30D | -8.9% | +5.4% | -14.3% | -9.7% |
| 3M | -2.0% | +5.4% | -7.4% | -3.1% |
| 6M | -3.2% | +45.7% | -48.9% | -9.6% |
| YTD | +1.5% | +21.2% | -19.7% | -2.6% |
| 1Y | +0.5% | +35.6% | -35.1% | -5.6% |
| 3Y | +50.4% | -2.0% | +52.4% | +48.0% |
| All | +67.7% | +25.1% | +42.6% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling