+3.1%
FERG vs EXEL
+92.4%
-89.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.6% |
| 7D | +7.7% | +9.8% | -2.1% | +6.4% |
| 30D | +11.5% | +23.6% | -12.1% | +8.3% |
| 3M | -2.4% | +29.9% | -32.3% | -6.0% |
| 6M | -4.0% | +64.7% | -68.7% | -11.2% |
| YTD | +13.4% | +66.0% | -52.6% | +3.5% |
| 1Y | +3.1% | +92.0% | -88.9% | -11.6% |
| All | +3.1% | +92.4% | -89.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling