+351.3%
FERG vs EME
+1,362.1%
-1,010.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | -0.2% |
| 7D | -2.6% | +3.5% | -6.1% | -3.3% |
| 30D | -8.9% | -6.3% | -2.6% | -7.7% |
| 3M | -2.0% | -3.8% | +1.7% | -1.8% |
| 6M | -3.2% | +8.5% | -11.7% | -5.5% |
| YTD | +1.5% | +27.8% | -26.3% | -4.4% |
| 1Y | +0.5% | +22.2% | -21.7% | -5.0% |
| 3Y | +50.4% | +253.5% | -203.1% | +15.0% |
| 5Y | +68.7% | +578.6% | -509.9% | +17.1% |
| All | +351.3% | +1,362.1% | -1,010.8% | +190.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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