+83.9%
FERG vs ES
+2.9%
+81.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.7% | +11.3% |
| 7D | +7.3% | -0.1% | +7.4% | +7.3% |
| 30D | +18.1% | +5.7% | +12.4% | +16.6% |
| 3M | +1.6% | -2.8% | +4.4% | +2.1% |
| 6M | +8.5% | +7.0% | +1.6% | +6.7% |
| YTD | +18.6% | +6.8% | +11.8% | +16.5% |
| 1Y | +5.7% | -0.5% | +6.2% | +5.1% |
| 3Y | +74.0% | +47.2% | +26.8% | +53.5% |
| 5Y | +83.9% | +2.3% | +81.6% | +87.7% |
| All | +83.9% | +2.9% | +81.0% | +87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling