+1,516.3%
FERG vs EW
+1,356.0%
+160.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +8.2% | +4.9% | +3.2% | +7.7% |
| 30D | +14.4% | +24.1% | -9.7% | +12.4% |
| 3M | +4.3% | +13.7% | -9.4% | +3.2% |
| 6M | +7.9% | +32.7% | -24.8% | +5.3% |
| YTD | +16.3% | +24.1% | -7.9% | +14.0% |
| 1Y | +2.2% | +23.6% | -21.4% | +0.3% |
| 3Y | +67.3% | +64.8% | +2.5% | +59.0% |
| 5Y | +75.3% | -8.8% | +84.1% | +72.1% |
| 10Y | +421.0% | +248.8% | +172.3% | +395.3% |
| All | +1,516.3% | +1,356.0% | +160.4% | +1,505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling