+1,335.0%
FERG vs EME
+2,906.4%
-1,571.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.3% |
| 7D | +3.4% | +5.2% | -1.8% | +2.6% |
| 30D | -11.5% | -5.4% | -6.2% | -10.9% |
| 3M | +1.3% | -6.1% | +7.4% | +1.8% |
| 6M | -1.0% | +9.7% | -10.6% | -2.6% |
| YTD | +3.2% | +26.6% | -23.4% | -0.6% |
| 1Y | -3.0% | +24.6% | -27.6% | -6.7% |
| 3Y | +55.0% | +249.6% | -194.6% | +31.6% |
| 5Y | +72.6% | +556.6% | -483.9% | +39.0% |
| 10Y | +358.9% | +1,286.6% | -927.7% | +266.5% |
| All | +1,335.0% | +2,906.4% | -1,571.4% | +1,084.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling