+49.3%
FERG vs EWT
+193.0%
-143.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.1% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -11.8% | +4.8% | -16.6% | -13.8% |
| 3M | -1.2% | +11.1% | -12.4% | -6.9% |
| 6M | -2.3% | +54.6% | -56.9% | -23.9% |
| YTD | +0.8% | +71.4% | -70.7% | -25.7% |
| 1Y | +0.5% | +82.1% | -81.6% | -28.4% |
| All | +49.3% | +193.0% | -143.7% | -21.4% |
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