+368.4%
CSCO vs FERG
+352.7%
+15.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | 0.0% | +0.9% | -0.9% | -0.2% |
| 30D | -10.7% | -15.1% | +4.3% | -8.8% |
| 3M | -8.7% | -4.8% | -3.9% | -8.2% |
| 6M | +44.9% | -2.5% | +47.4% | +44.9% |
| YTD | +44.1% | +1.8% | +42.3% | +43.3% |
| 1Y | +65.9% | -0.3% | +66.2% | +64.9% |
| 3Y | +109.0% | +52.9% | +56.1% | +95.0% |
| 5Y | +114.8% | +69.3% | +45.5% | +95.6% |
| All | +368.4% | +352.7% | +15.7% | +304.6% |
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