+1,577.3%
FERG vs EXC
+152.6%
+1,424.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +6.4% | -1.4% | +7.8% | +6.5% |
| 30D | +19.9% | +8.3% | +11.6% | +19.2% |
| 3M | +5.6% | +2.6% | +2.9% | +5.3% |
| 6M | +9.2% | +5.2% | +4.1% | +8.8% |
| YTD | +20.6% | +7.5% | +13.1% | +19.8% |
| 1Y | +5.7% | +3.2% | +2.5% | +5.3% |
| 3Y | +73.6% | +29.5% | +44.1% | +69.2% |
| 5Y | +86.2% | +39.7% | +46.5% | +80.8% |
| 10Y | +440.7% | +200.1% | +240.6% | +421.7% |
| All | +1,577.3% | +152.6% | +1,424.7% | +1,547.3% |
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