+348.1%
FERG vs EXEL
+386.3%
-38.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | -11.8% | +11.9% | -23.7% | -12.5% |
| 3M | -1.2% | +9.2% | -10.5% | -1.9% |
| 6M | -2.3% | +39.1% | -41.4% | -4.5% |
| YTD | +0.8% | +31.0% | -30.2% | -1.2% |
| 1Y | +0.5% | +52.3% | -51.9% | -2.5% |
| 3Y | +51.4% | +159.7% | -108.4% | +41.4% |
| 5Y | +67.5% | +187.7% | -120.2% | +54.7% |
| All | +348.1% | +386.3% | -38.2% | +303.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling