+421.0%
FERG vs EXPE
+126.2%
+294.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.7% |
| 7D | +8.2% | -4.2% | +12.4% | +8.8% |
| 30D | +14.4% | -4.5% | +18.9% | +14.9% |
| 3M | +4.3% | -19.7% | +24.1% | +7.0% |
| 6M | +7.9% | +18.3% | -10.4% | +4.8% |
| YTD | +16.3% | -7.3% | +23.6% | +15.7% |
| 1Y | +2.2% | -3.9% | +6.1% | +1.2% |
| 3Y | +67.3% | +123.0% | -55.7% | +46.6% |
| 5Y | +75.3% | +47.9% | +27.4% | +53.7% |
| All | +421.0% | +126.2% | +294.8% | +364.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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