+351.3%
FERG vs A
+256.4%
+94.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | 0.0% |
| 7D | -2.6% | -2.6% | 0.0% | -1.9% |
| 30D | -8.9% | -0.9% | -8.0% | -8.7% |
| 3M | -2.0% | +13.6% | -15.7% | -5.6% |
| 6M | -3.2% | +27.8% | -31.0% | -10.2% |
| YTD | +1.5% | +8.6% | -7.1% | -1.6% |
| 1Y | +0.5% | +16.9% | -16.4% | -4.6% |
| 3Y | +50.4% | +32.9% | +17.5% | +37.3% |
| 5Y | +68.7% | -14.1% | +82.8% | +63.1% |
| All | +351.3% | +256.4% | +94.9% | +283.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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