+0.5%
FERG vs EXPE
+28.4%
-28.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.2% |
| 7D | -1.0% | -8.7% | +7.7% | +0.1% |
| 30D | -11.8% | -13.6% | +1.8% | -10.3% |
| 3M | -1.2% | +26.6% | -27.9% | -5.2% |
| 6M | -2.3% | +19.9% | -22.3% | -5.8% |
| YTD | +0.8% | -1.7% | +2.5% | -0.9% |
| 1Y | +0.5% | +29.4% | -29.0% | -5.2% |
| All | +0.5% | +28.4% | -28.0% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling