+1,548.3%
FERG vs FE
+115.6%
+1,432.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.2% |
| 7D | +7.3% | -1.1% | +8.5% | +7.4% |
| 30D | +18.1% | +4.6% | +13.5% | +17.8% |
| 3M | +1.6% | -0.8% | +2.5% | +1.7% |
| 6M | +8.5% | +7.3% | +1.3% | +8.1% |
| YTD | +18.6% | +8.3% | +10.2% | +18.0% |
| 1Y | +5.7% | +5.7% | +0.1% | +5.4% |
| 3Y | +74.0% | +49.0% | +25.0% | +70.1% |
| 5Y | +83.9% | +49.2% | +34.7% | +80.1% |
| 10Y | +494.6% | +110.7% | +383.9% | +485.0% |
| All | +1,548.3% | +115.6% | +1,432.7% | +1,527.5% |
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