+1,348.4%
FERG vs EXPE
+790.8%
+557.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.0% | +2.5% |
| 7D | 0.0% | -9.5% | +9.5% | +0.9% |
| 30D | -10.2% | -6.6% | -3.6% | -9.7% |
| 3M | -0.6% | +31.4% | -32.0% | -3.3% |
| 6M | -6.5% | +35.2% | -41.7% | -9.6% |
| YTD | +4.2% | +5.8% | -1.6% | +2.8% |
| 1Y | -2.3% | +38.7% | -40.9% | -6.1% |
| 3Y | +48.5% | +175.8% | -127.3% | +33.6% |
| 5Y | +72.0% | +111.8% | -39.8% | +55.5% |
| 10Y | +369.9% | +179.7% | +190.2% | +324.4% |
| All | +1,348.4% | +790.8% | +557.6% | +1,213.0% |
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