+67.7%
FERG vs EXEL
+180.6%
-112.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -2.6% | -4.9% | +2.3% | -2.0% |
| 30D | -8.9% | +11.4% | -20.3% | -10.2% |
| 3M | -2.0% | +4.9% | -6.9% | -2.8% |
| 6M | -3.2% | +34.4% | -37.6% | -7.2% |
| YTD | +1.5% | +28.0% | -26.5% | -2.2% |
| 1Y | +0.5% | +43.6% | -43.2% | -4.8% |
| 3Y | +50.4% | +155.2% | -104.8% | +28.3% |
| All | +67.7% | +180.6% | -112.9% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling