+83.9%
FERG vs ESTC
-48.1%
+132.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.9% | +6.4% | +10.6% |
| 7D | +7.3% | -1.2% | +8.5% | +7.5% |
| 30D | +18.1% | -8.1% | +26.2% | +19.3% |
| 3M | +1.6% | +20.2% | -18.5% | -1.6% |
| 6M | +8.5% | +72.7% | -64.2% | -0.7% |
| YTD | +18.6% | +19.6% | -1.1% | +13.6% |
| 1Y | +5.7% | +0.3% | +5.5% | +3.8% |
| 3Y | +74.0% | +22.8% | +51.2% | +59.0% |
| 5Y | +83.9% | -50.9% | +134.8% | +70.9% |
| All | +83.9% | -48.1% | +132.0% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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