+67.7%
FERG vs EWT
+157.5%
-89.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +9.1% | +0.6% | +5.8% |
| 30D | +15.0% | -12.2% | +27.3% | +20.9% |
| 3M | +3.8% | -9.4% | +13.2% | +7.2% |
| 6M | +10.6% | +2.7% | +8.0% | +6.0% |
| YTD | +17.0% | +53.3% | -36.3% | -10.3% |
| 1Y | +7.1% | +59.2% | -52.1% | -19.5% |
| 3Y | +67.7% | +157.1% | -89.3% | -6.0% |
| All | +67.7% | +157.5% | -89.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling