+1,335.0%
FERG vs EWT
+719.6%
+615.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +3.4% | +1.6% | +1.7% | +2.9% |
| 30D | -11.5% | +8.2% | -19.7% | -13.5% |
| 3M | +1.3% | +11.1% | -9.8% | -2.0% |
| 6M | -1.0% | +60.4% | -61.4% | -13.7% |
| YTD | +3.2% | +75.6% | -72.4% | -12.2% |
| 1Y | -3.0% | +91.3% | -94.3% | -19.3% |
| 3Y | +55.0% | +200.3% | -145.3% | +15.4% |
| 5Y | +72.6% | +156.4% | -83.7% | +31.1% |
| 10Y | +358.9% | +495.8% | -136.9% | +222.2% |
| All | +1,335.0% | +719.6% | +615.5% | +950.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling