+348.1%
FERG vs EMB
+30.4%
+317.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.0% | -1.1% | +0.1% | -0.4% |
| 30D | -11.8% | -1.1% | -10.7% | -11.2% |
| 3M | -1.2% | -0.8% | -0.5% | -0.7% |
| 6M | -2.3% | -0.1% | -2.3% | -2.1% |
| YTD | +0.8% | +0.4% | +0.3% | +0.8% |
| 1Y | +0.5% | +3.3% | -2.8% | -1.0% |
| 3Y | +51.4% | +29.0% | +22.3% | +35.1% |
| 5Y | +67.5% | +6.3% | +61.2% | +46.5% |
| All | +348.1% | +30.4% | +317.7% | +320.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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