+89.4%
ASML vs FERG
+82.8%
+6.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -2.9% | +7.2% | -10.1% | -7.1% |
| 30D | -15.2% | +17.9% | -33.1% | -23.8% |
| 3M | -12.9% | -1.3% | -11.6% | -12.7% |
| 6M | -5.0% | +8.3% | -13.4% | -10.9% |
| YTD | +41.8% | +18.3% | +23.5% | +25.2% |
| 1Y | +46.0% | +4.7% | +41.3% | +39.1% |
| 3Y | +133.5% | +70.3% | +63.2% | +48.8% |
| All | +89.4% | +82.8% | +6.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 5y: compounded portfolio wealth divided by compounded FERG 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…
5y analysis · Full analysis span regression · 6 months rolling