+376.5%
C vs FERG
+1,545.2%
-1,168.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -0.4% | +7.2% | -7.6% | -1.4% |
| 30D | -5.2% | +17.9% | -23.1% | -7.5% |
| 3M | -9.1% | -1.3% | -7.8% | -9.1% |
| 6M | -1.6% | +8.3% | -9.9% | -3.0% |
| YTD | +6.9% | +18.3% | -11.4% | +4.1% |
| 1Y | +23.0% | +4.7% | +18.3% | +21.6% |
| 3Y | +216.1% | +70.3% | +145.9% | +192.4% |
| 5Y | +112.2% | +84.6% | +27.6% | +92.2% |
| 10Y | +208.8% | +430.3% | -221.5% | +164.8% |
| All | +376.5% | +1,545.2% | -1,168.7% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling