-31.9%
DIS vs FERG
+65.9%
-97.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +5.2% | -2.1% | +7.3% | +6.0% |
| 30D | +11.5% | +8.7% | +2.8% | +8.4% |
| 3M | +11.5% | -7.4% | +18.9% | +14.1% |
| 6M | +8.9% | -6.6% | +15.5% | +10.6% |
| YTD | +3.4% | +6.6% | -3.2% | 0.0% |
| 1Y | +7.2% | -3.6% | +10.8% | +7.2% |
| 3Y | +43.3% | +56.4% | -13.1% | +13.9% |
| All | -31.9% | +65.9% | -97.9% | -51.4% |
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