+467.5%
FERG vs ESI
+224.6%
+242.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.8% |
| 7D | 0.0% | +3.3% | -3.4% | -0.6% |
| 30D | -10.2% | -5.9% | -4.3% | -9.4% |
| 3M | -0.6% | -14.1% | +13.5% | +1.5% |
| 6M | -6.5% | +6.6% | -13.1% | -8.0% |
| YTD | +4.2% | +45.0% | -40.8% | -2.3% |
| 1Y | -2.3% | +41.5% | -43.7% | -8.1% |
| 3Y | +48.5% | +78.8% | -30.3% | +35.0% |
| 5Y | +72.0% | +70.9% | +1.1% | +55.9% |
| 10Y | +369.9% | +317.1% | +52.8% | +304.4% |
| All | +467.5% | +224.6% | +242.9% | +358.0% |
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