+348.1%
FERG vs ESI
+310.7%
+37.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | -11.8% | -9.0% | -2.8% | -9.9% |
| 3M | -1.2% | -13.3% | +12.0% | +1.5% |
| 6M | -2.3% | +5.3% | -7.6% | -4.4% |
| YTD | +0.8% | +37.6% | -36.8% | -7.5% |
| 1Y | +0.5% | +33.6% | -33.1% | -7.3% |
| 3Y | +51.4% | +75.8% | -24.4% | +31.3% |
| 5Y | +67.5% | +68.6% | -1.1% | +44.8% |
| All | +348.1% | +310.7% | +37.4% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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