+86.2%
FERG vs EXPE
+42.3%
+43.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.4% |
| 7D | +6.4% | -17.8% | +24.2% | +11.1% |
| 30D | +19.9% | -3.2% | +23.2% | +20.4% |
| 3M | +5.6% | -19.0% | +24.5% | +9.9% |
| 6M | +9.2% | +17.7% | -8.5% | +3.6% |
| YTD | +20.6% | -7.8% | +28.4% | +19.6% |
| 1Y | +5.7% | -1.4% | +7.0% | +2.8% |
| 3Y | +73.6% | +121.9% | -48.3% | +30.6% |
| 5Y | +86.2% | +44.3% | +41.9% | +47.7% |
| All | +86.2% | +42.3% | +43.9% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling