+1,577.3%
FERG vs EXPE
+676.5%
+900.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.7% |
| 7D | +6.4% | -17.8% | +24.2% | +8.4% |
| 30D | +19.9% | -3.2% | +23.2% | +20.2% |
| 3M | +5.6% | -19.0% | +24.5% | +7.4% |
| 6M | +9.2% | +17.7% | -8.5% | +7.1% |
| YTD | +20.6% | -7.8% | +28.4% | +20.4% |
| 1Y | +5.7% | -1.4% | +7.0% | +4.8% |
| 3Y | +73.6% | +121.9% | -48.3% | +59.1% |
| 5Y | +86.2% | +44.3% | +41.9% | +71.2% |
| 10Y | +440.7% | +125.4% | +315.3% | +394.7% |
| All | +1,577.3% | +676.5% | +900.8% | +1,437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling