+1,348.4%
FERG vs FE
+114.2%
+1,234.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | +1.9% | -2.0% | -0.1% |
| 30D | -10.2% | -1.2% | -9.0% | -10.1% |
| 3M | -0.6% | +3.5% | -4.1% | -0.8% |
| 6M | -6.5% | -6.1% | -0.5% | -6.3% |
| YTD | +4.2% | +7.6% | -3.4% | +3.7% |
| 1Y | -2.3% | +11.9% | -14.2% | -2.9% |
| 3Y | +48.5% | +48.4% | +0.1% | +45.2% |
| 5Y | +72.0% | +44.8% | +27.2% | +68.5% |
| 10Y | +369.9% | +115.9% | +254.0% | +361.9% |
| All | +1,348.4% | +114.2% | +1,234.2% | +1,330.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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