+351.3%
FERG vs EQT
+50.4%
+300.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -2.5% |
| 30D | -8.9% | 0.0% | -8.9% | -8.9% |
| 3M | -2.0% | +5.9% | -8.0% | -2.3% |
| 6M | -3.2% | -14.8% | +11.6% | -2.7% |
| YTD | +1.5% | +1.8% | -0.3% | +1.3% |
| 1Y | +0.5% | +7.4% | -6.9% | +0.1% |
| 3Y | +50.4% | +33.6% | +16.8% | +48.1% |
| 5Y | +68.7% | +199.3% | -130.6% | +66.4% |
| All | +351.3% | +50.4% | +300.9% | +391.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 10y: compounded portfolio wealth divided by compounded EQT 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…
10y analysis · Full analysis span regression · 6 months rolling