+69.3%
FERG vs ACWI
+67.2%
+2.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.7% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -15.1% | -0.6% | -14.5% | -14.5% |
| 3M | -4.8% | +4.3% | -9.1% | -9.1% |
| 6M | -2.5% | +12.7% | -15.1% | -14.7% |
| YTD | +1.8% | +13.9% | -12.1% | -11.9% |
| 1Y | -0.3% | +20.5% | -20.8% | -18.8% |
| 3Y | +52.9% | +76.5% | -23.6% | -18.0% |
| 5Y | +69.3% | +67.5% | +1.8% | -4.6% |
| All | +69.3% | +67.2% | +2.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling