+358.9%
FERG vs EXPD
+308.0%
+50.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | -11.5% | +4.1% | -15.6% | -12.4% |
| 3M | +1.3% | +13.8% | -12.5% | -2.1% |
| 6M | -1.0% | +27.3% | -28.2% | -7.4% |
| YTD | +3.2% | +25.4% | -22.2% | -3.6% |
| 1Y | -3.0% | +54.4% | -57.3% | -14.8% |
| 3Y | +55.0% | +67.9% | -12.8% | +31.9% |
| 5Y | +72.6% | +59.2% | +13.5% | +45.8% |
| 10Y | +358.9% | +308.6% | +50.4% | +240.7% |
| All | +358.9% | +308.0% | +50.9% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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