+67.7%
FERG vs ES
+53.3%
+14.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +9.7% | +2.7% | +7.0% | +9.3% |
| 30D | +15.0% | +7.6% | +7.5% | +13.6% |
| 3M | +3.8% | +0.5% | +3.3% | +3.6% |
| 6M | +10.6% | +7.6% | +3.0% | +9.2% |
| YTD | +17.0% | +10.2% | +6.8% | +15.0% |
| 1Y | +7.1% | +1.8% | +5.3% | +6.2% |
| 3Y | +67.7% | +55.4% | +12.4% | +54.7% |
| All | +67.7% | +53.3% | +14.4% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling