+1,526.4%
FERG vs EXPE
+671.1%
+855.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +9.7% | -0.5% | +10.2% | +9.8% |
| 30D | +15.0% | -6.1% | +21.1% | +15.6% |
| 3M | +3.8% | -21.3% | +25.1% | +5.8% |
| 6M | +10.6% | +19.0% | -8.4% | +8.4% |
| YTD | +17.0% | -8.4% | +25.4% | +16.8% |
| 1Y | +7.1% | -2.8% | +9.9% | +6.3% |
| 3Y | +67.7% | +120.8% | -53.0% | +53.8% |
| 5Y | +76.4% | +46.2% | +30.2% | +62.3% |
| 10Y | +424.2% | +123.8% | +300.4% | +380.0% |
| All | +1,526.4% | +671.1% | +855.3% | +1,391.5% |
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