+72.6%
FERG vs EW
-28.5%
+101.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.3% |
| 7D | +3.4% | -4.4% | +7.8% | +4.3% |
| 30D | -11.5% | -3.3% | -8.2% | -11.0% |
| 3M | +1.3% | +1.0% | +0.3% | +1.0% |
| 6M | -1.0% | +6.2% | -7.2% | -2.3% |
| YTD | +3.2% | +1.7% | +1.5% | +2.6% |
| 1Y | -3.0% | +8.1% | -11.1% | -4.7% |
| 3Y | +55.0% | +17.1% | +38.0% | +43.8% |
| 5Y | +72.6% | -29.4% | +102.0% | +81.3% |
| All | +72.6% | -28.5% | +101.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling