+5.7%
FERG vs ACWI
+13.1%
-7.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +0.6% |
| 7D | +6.4% | -0.7% | +7.1% | +7.1% |
| 30D | +19.9% | -2.0% | +21.9% | +22.4% |
| 3M | +5.6% | -2.2% | +7.7% | +7.9% |
| 6M | +9.2% | +1.9% | +7.4% | +6.4% |
| YTD | +20.6% | +12.0% | +8.6% | +3.1% |
| 1Y | +5.7% | +12.5% | -6.8% | -10.3% |
| All | +5.7% | +13.1% | -7.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling