+351.3%
FERG vs EWT
+523.5%
-172.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | 0.0% |
| 7D | -2.6% | -1.1% | -1.4% | -2.2% |
| 30D | -8.9% | +4.5% | -13.4% | -10.5% |
| 3M | -2.0% | +8.3% | -10.3% | -5.6% |
| 6M | -3.2% | +54.2% | -57.4% | -19.6% |
| YTD | +1.5% | +74.6% | -73.1% | -19.7% |
| 1Y | +0.5% | +84.9% | -84.4% | -22.3% |
| 3Y | +50.4% | +197.5% | -147.1% | -3.2% |
| 5Y | +68.7% | +150.6% | -81.9% | +11.7% |
| All | +351.3% | +523.5% | -172.2% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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