+47.6%
F vs FERG
+55.3%
-7.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +0.6% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +4.6% | -10.2% | +14.8% | +8.6% |
| 3M | -3.7% | -0.6% | -3.1% | -4.0% |
| 6M | +16.8% | -6.5% | +23.3% | +18.7% |
| YTD | +15.3% | +4.2% | +11.1% | +12.2% |
| 1Y | +31.0% | -2.3% | +33.3% | +30.3% |
| All | +47.6% | +55.3% | -7.7% | +16.9% |
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