+421.0%
FERG vs ESI
+321.1%
+99.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.1% |
| 7D | +8.2% | +8.3% | -0.2% | +6.2% |
| 30D | +14.4% | -10.4% | +24.8% | +17.2% |
| 3M | +4.3% | -13.2% | +17.5% | +7.4% |
| 6M | +7.9% | -23.9% | +31.7% | +14.0% |
| YTD | +16.3% | +34.2% | -17.9% | +6.5% |
| 1Y | +2.2% | +22.2% | -20.0% | -4.3% |
| 3Y | +67.3% | +79.2% | -11.9% | +43.6% |
| 5Y | +75.3% | +38.1% | +37.2% | +53.2% |
| All | +421.0% | +321.1% | +99.9% | +321.6% |
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