-3.0%
FERG vs ACWI
+21.5%
-24.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.4% |
| 7D | +3.4% | +1.1% | +2.3% | +2.1% |
| 30D | -11.5% | -0.2% | -11.3% | -11.3% |
| 3M | +1.3% | +4.7% | -3.4% | -3.8% |
| 6M | -1.0% | +14.5% | -15.4% | -16.4% |
| YTD | +3.2% | +14.6% | -11.4% | -13.0% |
| 1Y | -3.0% | +21.4% | -24.4% | -26.0% |
| All | -3.0% | +21.5% | -24.5% | -26.0% |
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