+9.2%
FERG vs EXPE
+15.9%
-6.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.5% |
| 7D | +6.4% | -17.8% | +24.2% | +9.9% |
| 30D | +19.9% | -3.2% | +23.2% | +21.1% |
| 3M | +5.6% | -19.0% | +24.5% | +8.6% |
| 6M | +9.2% | +17.7% | -8.5% | -3.7% |
| All | +9.2% | +15.9% | -6.7% | -3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling