+2,770.9%
AVGO vs FERG
+351.3%
+2,419.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +1.1% | -2.6% | +3.7% | +1.8% |
| 30D | -13.0% | -8.9% | -4.1% | -11.1% |
| 3M | -6.0% | -2.0% | -3.9% | -5.7% |
| 6M | +6.4% | -3.2% | +9.6% | +6.8% |
| YTD | +5.0% | +1.5% | +3.5% | +4.0% |
| 1Y | +1.4% | +0.5% | +0.9% | +0.5% |
| 3Y | +336.8% | +50.4% | +286.4% | +296.9% |
| 5Y | +698.2% | +68.7% | +629.5% | +600.9% |
| All | +2,770.9% | +351.3% | +2,419.6% | +2,387.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling