+358.9%
FERG vs ES
+85.1%
+273.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | +1.3% | +5.0% | -3.7% | +0.6% |
| 6M | -1.0% | -2.8% | +1.9% | -0.7% |
| YTD | +3.2% | +8.6% | -5.4% | +2.1% |
| 1Y | -3.0% | +18.9% | -21.9% | -5.3% |
| 3Y | +55.0% | +32.1% | +22.9% | +48.3% |
| 5Y | +72.6% | -5.1% | +77.7% | +70.2% |
| 10Y | +358.9% | +84.2% | +274.8% | +363.6% |
| All | +358.9% | +85.1% | +273.8% | +363.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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