+55.0%
FERG vs EXPE
+162.6%
-107.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.9% | +7.0% | +0.5% |
| 7D | +3.4% | -9.8% | +13.1% | +5.2% |
| 30D | -11.5% | -11.5% | 0.0% | -9.8% |
| 3M | +1.3% | +21.7% | -20.4% | -3.1% |
| 6M | -1.0% | +10.4% | -11.3% | -3.8% |
| YTD | +3.2% | -2.5% | +5.8% | +1.9% |
| 1Y | -3.0% | +27.3% | -30.3% | -9.8% |
| 3Y | +55.0% | +153.5% | -98.5% | +30.4% |
| All | +55.0% | +162.6% | -107.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling