+32.8%
DIS vs FERG
+54.4%
-21.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.1% | +3.4% | -4.5% | -2.0% |
| 30D | +0.1% | -11.5% | +11.7% | +3.3% |
| 3M | +7.1% | +1.3% | +5.8% | +6.1% |
| 6M | +4.3% | -1.0% | +5.2% | +3.8% |
| YTD | -6.9% | +3.2% | -10.2% | -8.5% |
| 1Y | -10.3% | -3.0% | -7.4% | -10.5% |
| 3Y | +32.8% | +55.0% | -22.2% | +16.7% |
| All | +32.8% | +54.4% | -21.6% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling