+1,526.4%
FERG vs EXEL
+823.7%
+702.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.7% |
| 3M | +3.8% | +36.3% | -32.6% | +2.9% |
| 6M | +10.6% | +34.5% | -23.9% | +9.7% |
| YTD | +17.0% | +57.4% | -40.5% | +15.5% |
| 1Y | +7.1% | +62.9% | -55.8% | +5.6% |
| 3Y | +67.7% | +229.5% | -161.8% | +62.4% |
| 5Y | +76.4% | +281.2% | -204.8% | +70.0% |
| 10Y | +424.2% | +320.7% | +103.5% | +403.8% |
| All | +1,526.4% | +823.7% | +702.7% | +1,535.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling