+1,526.4%
FERG vs EMB
+98.4%
+1,428.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.7% | -0.9% | +10.6% | +10.3% |
| 30D | +15.0% | +0.4% | +14.7% | +15.0% |
| 3M | +3.8% | -3.1% | +6.9% | +5.4% |
| 6M | +10.6% | -2.1% | +12.7% | +11.9% |
| YTD | +17.0% | -1.1% | +18.1% | +17.9% |
| 1Y | +7.1% | -0.1% | +7.1% | +7.5% |
| 3Y | +67.7% | +29.6% | +38.2% | +53.5% |
| 5Y | +76.4% | +7.2% | +69.2% | +61.9% |
| 10Y | +424.2% | +35.5% | +388.8% | +385.8% |
| All | +1,526.4% | +98.4% | +1,428.0% | +1,403.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling