+63.6%
DIA vs FERG
+70.2%
-6.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.5% |
| 30D | -2.7% | -15.1% | +12.4% | +1.7% |
| 3M | +3.3% | -4.8% | +8.1% | +4.4% |
| 6M | +10.4% | -2.5% | +12.9% | +10.5% |
| YTD | +10.0% | +1.8% | +8.2% | +8.6% |
| 1Y | +16.2% | -0.3% | +16.5% | +14.9% |
| 3Y | +58.7% | +52.9% | +5.8% | +33.7% |
| 5Y | +63.6% | +69.3% | -5.7% | +27.0% |
| All | +63.6% | +70.2% | -6.6% | +27.0% |
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