+157.0%
FERG vs EOSE
-58.6%
+215.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.2% |
| 7D | +0.9% | +15.0% | -14.1% | +0.2% |
| 30D | -15.1% | +2.5% | -17.5% | -15.3% |
| 3M | -4.8% | -33.7% | +28.9% | -3.7% |
| 6M | -2.5% | -32.7% | +30.3% | -2.1% |
| YTD | +1.8% | -63.8% | +65.6% | +4.0% |
| 1Y | -0.3% | -40.5% | +40.2% | -0.8% |
| 3Y | +52.9% | +50.4% | +2.6% | +39.5% |
| 5Y | +69.3% | -68.6% | +137.9% | +48.8% |
| All | +157.0% | -58.6% | +215.7% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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