+69.3%
FERG vs EMR
+60.6%
+8.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.7% |
| 7D | +0.9% | +0.9% | 0.0% | +0.4% |
| 30D | -15.1% | -5.0% | -10.1% | -12.7% |
| 3M | -4.8% | +5.9% | -10.8% | -8.3% |
| 6M | -2.5% | +7.3% | -9.8% | -7.1% |
| YTD | +1.8% | +14.6% | -12.7% | -7.1% |
| 1Y | -0.3% | +15.6% | -16.0% | -10.2% |
| 3Y | +52.9% | +60.2% | -7.3% | +10.8% |
| 5Y | +69.3% | +65.8% | +3.5% | +15.9% |
| All | +69.3% | +60.6% | +8.7% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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