+119.0%
FERG vs EXE
+191.4%
-72.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.5% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | -10.2% | +8.5% | -18.6% | -11.3% |
| 3M | -0.6% | +5.5% | -6.0% | -1.5% |
| 6M | -6.5% | -5.9% | -0.6% | -5.9% |
| YTD | +4.2% | -9.7% | +13.9% | +5.3% |
| 1Y | -2.3% | +3.6% | -5.8% | -3.6% |
| 3Y | +48.5% | +18.0% | +30.5% | +41.7% |
| 5Y | +72.0% | +109.4% | -37.4% | +49.8% |
| All | +119.0% | +191.4% | -72.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling