+168.3%
F vs FERG
+1,348.4%
-1,180.1%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.9% | +1.0% |
| 7D | +5.3% | 0.0% | +5.4% | +5.3% |
| 30D | +4.6% | -10.2% | +14.8% | +6.7% |
| 3M | -3.7% | -0.6% | -3.1% | -3.8% |
| 6M | +16.8% | -6.5% | +23.3% | +17.9% |
| YTD | +15.3% | +4.2% | +11.1% | +14.0% |
| 1Y | +31.0% | -2.3% | +33.3% | +30.9% |
| 3Y | +45.4% | +48.5% | -3.1% | +34.2% |
| 5Y | +54.7% | +72.0% | -17.4% | +38.5% |
| 10Y | +98.2% | +369.9% | -271.7% | +66.1% |
| All | +168.3% | +1,348.4% | -1,180.1% | +114.6% |
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