+128.3%
F vs FERG
+1,382.0%
-1,253.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +1.6% | -2.1% | +3.6% | +2.0% |
| 30D | +2.6% | +8.7% | -6.0% | +1.0% |
| 3M | -8.8% | -7.4% | -1.4% | -7.5% |
| 6M | +4.6% | -6.6% | +11.3% | +5.7% |
| YTD | -1.9% | +6.6% | -8.5% | -3.5% |
| 1Y | -0.8% | -3.6% | +2.8% | -0.6% |
| 3Y | +43.5% | +56.4% | -12.9% | +31.2% |
| 5Y | -12.1% | +67.5% | -79.6% | -21.4% |
| 10Y | +83.6% | +434.6% | -350.9% | +52.3% |
| All | +128.3% | +1,382.0% | -1,253.6% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling