+69.3%
FERG vs ESI
+74.4%
-5.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +0.9% | +3.9% | -3.0% | -0.7% |
| 30D | -15.1% | -3.8% | -11.3% | -13.8% |
| 3M | -4.8% | -13.1% | +8.3% | -0.3% |
| 6M | -2.5% | +11.3% | -13.8% | -9.9% |
| YTD | +1.8% | +44.1% | -42.3% | -17.4% |
| 1Y | -0.3% | +40.3% | -40.7% | -18.5% |
| 3Y | +52.9% | +84.1% | -31.1% | +6.1% |
| 5Y | +69.3% | +75.8% | -6.5% | +14.3% |
| All | +69.3% | +74.4% | -5.1% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling