+291.5%
C vs FERG
+348.1%
-56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +0.3% | -1.0% | +1.3% | +0.5% |
| 30D | +2.0% | -11.8% | +13.8% | +4.7% |
| 3M | +4.4% | -1.2% | +5.6% | +4.4% |
| 6M | +28.3% | -2.3% | +30.7% | +28.6% |
| YTD | +20.5% | +0.8% | +19.7% | +19.9% |
| 1Y | +45.5% | +0.5% | +45.1% | +44.7% |
| 3Y | +274.0% | +51.4% | +222.6% | +241.9% |
| 5Y | +136.1% | +67.5% | +68.6% | +109.3% |
| All | +291.5% | +348.1% | -56.6% | +194.2% |
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