+1,348.4%
FERG vs EW
+1,137.2%
+211.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | 0.0% | -0.3% | +0.3% | 0.0% |
| 30D | -10.2% | +1.0% | -11.2% | -10.3% |
| 3M | -0.6% | +2.8% | -3.4% | -0.8% |
| 6M | -6.5% | +5.5% | -12.0% | -7.0% |
| YTD | +4.2% | +5.5% | -1.3% | +3.6% |
| 1Y | -2.3% | +11.0% | -13.3% | -3.2% |
| 3Y | +48.5% | +17.7% | +30.8% | +44.9% |
| 5Y | +72.0% | -25.7% | +97.8% | +71.4% |
| 10Y | +369.9% | +132.8% | +237.1% | +353.6% |
| All | +1,348.4% | +1,137.2% | +211.3% | +1,358.5% |
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