+69.3%
FERG vs EXPE
+89.3%
-20.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +0.9% | -11.5% | +12.4% | +3.6% |
| 30D | -15.1% | -13.1% | -2.0% | -12.6% |
| 3M | -4.8% | +18.1% | -23.0% | -9.2% |
| 6M | -2.5% | +13.3% | -15.7% | -6.3% |
| YTD | +1.8% | -3.2% | +5.0% | +0.4% |
| 1Y | -0.3% | +26.1% | -26.5% | -8.5% |
| 3Y | +52.9% | +151.7% | -98.8% | +13.3% |
| 5Y | +69.3% | +88.3% | -19.1% | +31.3% |
| All | +69.3% | +89.3% | -20.0% | +31.3% |
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