+1,348.4%
FERG vs EXC
+141.7%
+1,206.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.4% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | -10.2% | -3.7% | -6.5% | -9.9% |
| 3M | -0.6% | -1.3% | +0.7% | -0.5% |
| 6M | -6.5% | -9.7% | +3.2% | -5.9% |
| YTD | +4.2% | +2.9% | +1.3% | +3.8% |
| 1Y | -2.3% | +4.4% | -6.6% | -2.8% |
| 3Y | +48.5% | +22.2% | +26.3% | +45.3% |
| 5Y | +72.0% | +46.7% | +25.3% | +67.0% |
| 10Y | +369.9% | +155.3% | +214.5% | +356.0% |
| All | +1,348.4% | +141.7% | +1,206.7% | +1,327.4% |
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