+421.0%
FERG vs EW
+249.9%
+171.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +8.2% | +4.9% | +3.2% | +7.5% |
| 30D | +14.4% | +24.1% | -9.7% | +11.1% |
| 3M | +4.3% | +13.7% | -9.4% | +2.5% |
| 6M | +7.9% | +32.7% | -24.8% | +3.7% |
| YTD | +16.3% | +24.1% | -7.9% | +12.6% |
| 1Y | +2.2% | +23.6% | -21.4% | -0.9% |
| 3Y | +67.3% | +64.8% | +2.5% | +52.7% |
| 5Y | +75.3% | -8.8% | +84.1% | +70.6% |
| All | +421.0% | +249.9% | +171.1% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling