+424.2%
FERG vs EXC
+205.3%
+218.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.5% |
| 7D | +9.7% | +1.4% | +8.4% | +9.6% |
| 30D | +15.0% | +8.6% | +6.5% | +14.0% |
| 3M | +3.8% | +2.4% | +1.4% | +3.4% |
| 6M | +10.6% | +6.5% | +4.2% | +9.8% |
| YTD | +17.0% | +9.0% | +7.9% | +15.6% |
| 1Y | +7.1% | +4.6% | +2.5% | +6.3% |
| 3Y | +67.7% | +33.5% | +34.3% | +60.8% |
| 5Y | +76.4% | +41.4% | +35.0% | +68.5% |
| All | +424.2% | +205.3% | +218.9% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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