+4,404.4%
DELL vs FERG
+351.3%
+4,053.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.8% |
| 7D | +8.2% | -2.6% | +10.8% | +9.0% |
| 30D | +17.1% | -8.9% | +26.0% | +20.2% |
| 3M | +45.2% | -2.0% | +47.2% | +46.0% |
| 6M | +286.8% | -3.2% | +290.0% | +288.8% |
| YTD | +354.8% | +1.5% | +353.3% | +351.3% |
| 1Y | +358.3% | +0.5% | +357.8% | +355.4% |
| 3Y | +724.9% | +50.4% | +674.5% | +651.7% |
| 5Y | +1,193.7% | +68.7% | +1,125.0% | +1,036.1% |
| All | +4,404.4% | +351.3% | +4,053.1% | +3,732.3% |
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 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