+537.2%
FERG vs ESI
+198.2%
+339.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +9.7% | +5.5% | +4.2% | +8.9% |
| 30D | +15.0% | -7.8% | +22.8% | +16.4% |
| 3M | +3.8% | -15.0% | +18.8% | +6.2% |
| 6M | +10.6% | -24.9% | +35.5% | +15.1% |
| YTD | +17.0% | +33.2% | -16.3% | +10.9% |
| 1Y | +7.1% | +24.9% | -17.8% | +2.5% |
| 3Y | +67.7% | +77.8% | -10.0% | +52.9% |
| 5Y | +76.4% | +37.1% | +39.3% | +62.9% |
| 10Y | +424.2% | +320.5% | +103.7% | +355.0% |
| All | +537.2% | +198.2% | +339.0% | +420.1% |
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