+1,577.3%
FERG vs EXPD
+585.8%
+991.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.4% |
| 7D | +6.4% | -1.6% | +8.0% | +6.8% |
| 30D | +19.9% | +0.6% | +19.3% | +19.8% |
| 3M | +5.6% | +9.8% | -4.3% | +3.7% |
| 6M | +9.2% | +25.8% | -16.5% | +4.7% |
| YTD | +20.6% | +31.3% | -10.6% | +14.1% |
| 1Y | +5.7% | +40.9% | -35.3% | -1.4% |
| 3Y | +73.6% | +74.7% | -1.1% | +54.7% |
| 5Y | +86.2% | +62.9% | +23.3% | +65.6% |
| 10Y | +440.7% | +334.3% | +106.3% | +348.6% |
| All | +1,577.3% | +585.8% | +991.4% | +1,034.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling