+69.3%
FERG vs A
-16.2%
+85.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -0.8% |
| 7D | +0.9% | -4.4% | +5.3% | +2.7% |
| 30D | -15.1% | -2.7% | -12.4% | -14.2% |
| 3M | -4.8% | +7.0% | -11.9% | -7.7% |
| 6M | -2.5% | +24.6% | -27.1% | -12.1% |
| YTD | +1.8% | +7.0% | -5.2% | -2.1% |
| 1Y | -0.3% | +15.6% | -15.9% | -7.6% |
| 3Y | +52.9% | +29.9% | +23.0% | +31.1% |
| 5Y | +69.3% | -15.4% | +84.7% | +71.1% |
| All | +69.3% | -16.2% | +85.5% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling