+424.2%
FERG vs EXEL
+320.7%
+103.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +9.7% | -0.8% | +10.6% | +9.8% |
| 30D | +15.0% | +13.1% | +1.9% | +14.1% |
| 3M | +3.8% | +36.3% | -32.6% | +1.6% |
| 6M | +10.6% | +34.5% | -23.9% | +8.3% |
| YTD | +17.0% | +57.4% | -40.5% | +13.2% |
| 1Y | +7.1% | +62.9% | -55.8% | +3.4% |
| 3Y | +67.7% | +229.5% | -161.8% | +54.1% |
| 5Y | +76.4% | +281.2% | -204.8% | +60.1% |
| All | +424.2% | +320.7% | +103.5% | +376.7% |
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