+1,348.4%
FERG vs EMR
+451.5%
+896.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.9% |
| 7D | 0.0% | -1.5% | +1.5% | +0.3% |
| 30D | -10.2% | -5.6% | -4.6% | -9.0% |
| 3M | -0.6% | +7.9% | -8.5% | -2.4% |
| 6M | -6.5% | +6.0% | -12.6% | -7.9% |
| YTD | +4.2% | +16.4% | -12.3% | +0.6% |
| 1Y | -2.3% | +16.6% | -18.9% | -5.8% |
| 3Y | +48.5% | +62.9% | -14.4% | +34.1% |
| 5Y | +72.0% | +60.1% | +11.9% | +53.9% |
| 10Y | +369.9% | +268.7% | +101.1% | +294.7% |
| All | +1,348.4% | +451.5% | +896.9% | +1,104.8% |
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 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