+348.1%
FERG vs EW
+126.7%
+221.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.0% | -3.4% | +2.3% | -0.6% |
| 30D | -11.8% | -7.4% | -4.5% | -10.9% |
| 3M | -1.2% | +0.9% | -2.2% | -1.4% |
| 6M | -2.3% | +1.2% | -3.5% | -2.6% |
| YTD | +0.8% | +1.8% | -1.0% | +0.4% |
| 1Y | +0.5% | +10.8% | -10.4% | -1.1% |
| 3Y | +51.4% | +17.1% | +34.2% | +45.0% |
| 5Y | +67.5% | -28.2% | +95.7% | +68.1% |
| All | +348.1% | +126.7% | +221.4% | +313.6% |
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