-41.5%
DIS vs FERG
+72.9%
-114.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.1% | +3.4% | -4.5% | -2.2% |
| 30D | +0.1% | -11.5% | +11.7% | +4.1% |
| 3M | +7.1% | +1.3% | +5.8% | +5.9% |
| 6M | +4.3% | -1.0% | +5.2% | +3.6% |
| YTD | -6.9% | +3.2% | -10.2% | -9.0% |
| 1Y | -10.3% | -3.0% | -7.4% | -10.8% |
| 3Y | +32.8% | +55.0% | -22.2% | +5.5% |
| 5Y | -41.5% | +72.6% | -114.1% | -58.7% |
| All | -41.5% | +72.9% | -114.4% | -58.7% |
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 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