+86.4%
F vs FERG
+358.9%
-272.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.0% |
| 7D | +1.2% | +3.4% | -2.2% | +0.3% |
| 30D | +1.2% | -11.5% | +12.7% | +4.5% |
| 3M | -5.7% | +1.3% | -6.9% | -6.3% |
| 6M | +17.9% | -1.0% | +18.9% | +17.5% |
| YTD | +10.4% | +3.2% | +7.2% | +8.8% |
| 1Y | +25.3% | -3.0% | +28.3% | +25.3% |
| 3Y | +37.5% | +55.0% | -17.6% | +20.5% |
| 5Y | +46.5% | +72.6% | -26.1% | +24.0% |
| 10Y | +86.4% | +358.9% | -272.5% | +44.4% |
| All | +86.4% | +358.9% | -272.5% | +44.4% |
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 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