+114.8%
CSCO vs FERG
+70.2%
+44.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | 0.0% | +0.9% | -0.9% | -0.3% |
| 30D | -10.7% | -15.1% | +4.3% | -7.3% |
| 3M | -8.7% | -4.8% | -3.9% | -7.9% |
| 6M | +44.9% | -2.5% | +47.4% | +44.8% |
| YTD | +44.1% | +1.8% | +42.3% | +42.3% |
| 1Y | +65.9% | -0.3% | +66.2% | +63.6% |
| 3Y | +109.0% | +52.9% | +56.1% | +76.1% |
| 5Y | +114.8% | +69.3% | +45.5% | +67.0% |
| All | +114.8% | +70.2% | +44.6% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling