+421.0%
FERG vs ACWI
+225.4%
+195.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.3% |
| 7D | +8.2% | +2.7% | +5.5% | +6.6% |
| 30D | +14.4% | -2.6% | +17.0% | +16.3% |
| 3M | +4.3% | -3.2% | +7.5% | +6.5% |
| 6M | +7.9% | +1.9% | +6.0% | +6.9% |
| YTD | +16.3% | +11.3% | +4.9% | +9.7% |
| 1Y | +2.2% | +11.7% | -9.4% | -3.6% |
| 3Y | +67.3% | +74.4% | -7.1% | +26.9% |
| 5Y | +75.3% | +59.5% | +15.9% | +33.7% |
| All | +421.0% | +225.4% | +195.7% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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