+78.0%
FERG vs EMR
+87.8%
-9.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +2.8% | +6.9% | +8.2% |
| 30D | +15.0% | +3.7% | +11.4% | +12.9% |
| 3M | +3.8% | +2.0% | +1.7% | +2.6% |
| 6M | +10.6% | +22.1% | -11.5% | -1.7% |
| YTD | +17.0% | +27.2% | -10.3% | +0.6% |
| 1Y | +7.1% | +32.0% | -24.9% | -10.0% |
| 3Y | +67.7% | +103.3% | -35.5% | +4.9% |
| All | +78.0% | +87.8% | -9.7% | +12.8% |
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