+111.9%
FERG vs EXE
+188.3%
-76.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.0% | -2.2% | +1.2% | -0.7% |
| 30D | -11.8% | -0.8% | -11.0% | -11.7% |
| 3M | -1.2% | +10.0% | -11.3% | -2.7% |
| 6M | -2.3% | -6.3% | +4.0% | -1.6% |
| YTD | +0.8% | -10.7% | +11.5% | +2.1% |
| 1Y | +0.5% | +2.7% | -2.2% | -0.7% |
| 3Y | +51.4% | +19.1% | +32.3% | +44.2% |
| 5Y | +67.5% | +105.4% | -37.9% | +46.4% |
| All | +111.9% | +188.3% | -76.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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