+1,348.4%
FERG vs A
+665.2%
+683.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.2% |
| 7D | 0.0% | -1.9% | +1.9% | +0.3% |
| 30D | -10.2% | +6.9% | -17.1% | -11.2% |
| 3M | -0.6% | +9.2% | -9.8% | -2.2% |
| 6M | -6.5% | +25.7% | -32.2% | -10.5% |
| YTD | +4.2% | +11.5% | -7.4% | +1.7% |
| 1Y | -2.3% | +18.4% | -20.6% | -5.5% |
| 3Y | +48.5% | +26.6% | +21.9% | +41.4% |
| 5Y | +72.0% | -12.8% | +84.8% | +68.3% |
| 10Y | +369.9% | +247.2% | +122.7% | +326.9% |
| All | +1,348.4% | +665.2% | +683.3% | +1,193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling