+74.3%
F vs FERG
+432.6%
-358.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +1.0% | +7.2% | -6.2% | -1.1% |
| 30D | +2.1% | +17.9% | -15.8% | -2.5% |
| 3M | -10.3% | -1.3% | -9.0% | -10.2% |
| 6M | +3.3% | +8.3% | -5.1% | +0.4% |
| YTD | -2.0% | +18.3% | -20.3% | -7.1% |
| 1Y | -2.3% | +4.7% | -7.0% | -4.4% |
| 3Y | +49.9% | +70.3% | -20.4% | +27.7% |
| 5Y | -12.5% | +84.6% | -97.1% | -28.5% |
| 10Y | +74.3% | +430.3% | -356.1% | +27.7% |
| All | +74.3% | +432.6% | -358.4% | +27.7% |
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 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