+533.3%
FERG vs ESI
+200.4%
+332.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.3% |
| 7D | +8.2% | +8.3% | -0.2% | +6.8% |
| 30D | +14.4% | -10.4% | +24.8% | +16.3% |
| 3M | +4.3% | -13.2% | +17.5% | +6.4% |
| 6M | +7.9% | -23.9% | +31.7% | +12.0% |
| YTD | +16.3% | +34.2% | -17.9% | +10.1% |
| 1Y | +2.2% | +22.2% | -20.0% | -1.8% |
| 3Y | +67.3% | +79.2% | -11.9% | +52.3% |
| 5Y | +75.3% | +38.1% | +37.2% | +61.7% |
| 10Y | +421.0% | +323.6% | +97.5% | +351.7% |
| All | +533.3% | +200.4% | +332.9% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling