+66.7%
FERG vs ESI
+80.4%
-13.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.8% |
| 7D | +8.2% | +8.3% | -0.2% | +5.1% |
| 30D | +14.4% | -10.4% | +24.8% | +18.6% |
| 3M | +4.3% | -13.2% | +17.5% | +9.0% |
| 6M | +7.9% | -23.9% | +31.7% | +17.3% |
| YTD | +16.3% | +34.2% | -17.9% | -2.8% |
| 1Y | +2.2% | +22.2% | -20.0% | -11.0% |
| All | +66.7% | +80.4% | -13.6% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling