+56.9%
FERG vs ES
+32.6%
+24.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.2% | -2.0% | -8.2% | -10.0% |
| 3M | -0.6% | +1.7% | -2.3% | -0.9% |
| 6M | -6.5% | -3.5% | -3.0% | -6.3% |
| YTD | +4.2% | +7.9% | -3.7% | +3.0% |
| 1Y | -2.3% | +17.2% | -19.4% | -4.8% |
| All | +56.9% | +32.6% | +24.3% | +43.5% |
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