+1,548.3%
FERG vs EXC
+152.8%
+1,395.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.1% | +11.2% | +11.2% |
| 7D | +7.3% | -1.7% | +9.1% | +7.5% |
| 30D | +18.1% | +9.3% | +8.8% | +17.3% |
| 3M | +1.6% | +1.0% | +0.6% | +1.5% |
| 6M | +8.5% | +5.9% | +2.6% | +8.0% |
| YTD | +18.6% | +7.6% | +10.9% | +17.7% |
| 1Y | +5.7% | +2.4% | +3.3% | +5.4% |
| 3Y | +74.0% | +30.2% | +43.8% | +69.5% |
| 5Y | +83.9% | +41.4% | +42.5% | +78.5% |
| 10Y | +494.6% | +183.8% | +310.8% | +474.0% |
| All | +1,548.3% | +152.8% | +1,395.5% | +1,518.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling