+271.9%
C vs FERG
+55.8%
+216.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.1% |
| 7D | +3.6% | 0.0% | +3.7% | +3.6% |
| 30D | +0.1% | -10.2% | +10.2% | +3.8% |
| 3M | +2.4% | -0.6% | +3.0% | +2.1% |
| 6M | +24.9% | -6.5% | +31.5% | +27.0% |
| YTD | +19.8% | +4.2% | +15.6% | +17.2% |
| 1Y | +44.9% | -2.3% | +47.1% | +44.2% |
| All | +271.9% | +55.8% | +216.1% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling