+53.0%
FERG vs EXEL
+161.8%
-108.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.7% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -11.5% | +6.7% | -18.2% | -12.1% |
| 3M | +1.3% | +11.5% | -10.2% | 0.0% |
| 6M | -1.0% | +38.8% | -39.8% | -4.6% |
| YTD | +3.2% | +31.6% | -28.4% | -0.1% |
| 1Y | -3.0% | +53.0% | -56.0% | -7.7% |
| All | +53.0% | +161.8% | -108.8% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling