+1,526.4%
FERG vs EMR
+502.6%
+1,023.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +2.8% | +6.9% | +9.1% |
| 30D | +15.0% | +3.7% | +11.4% | +14.2% |
| 3M | +3.8% | +2.0% | +1.7% | +3.4% |
| 6M | +10.6% | +22.1% | -11.5% | +5.7% |
| YTD | +17.0% | +27.2% | -10.3% | +10.7% |
| 1Y | +7.1% | +32.0% | -24.9% | +0.6% |
| 3Y | +67.7% | +103.3% | -35.5% | +45.5% |
| 5Y | +76.4% | +88.2% | -11.8% | +53.9% |
| 10Y | +424.2% | +280.4% | +143.8% | +332.8% |
| All | +1,526.4% | +502.6% | +1,023.8% | +1,226.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling