+1,548.3%
FERG vs ACWI
+402.6%
+1,145.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.6% | +10.2% |
| 7D | +7.3% | +0.3% | +7.0% | +7.3% |
| 30D | +18.1% | -2.8% | +21.0% | +19.5% |
| 3M | +1.6% | -3.2% | +4.8% | +3.0% |
| 6M | +8.5% | +1.3% | +7.2% | +8.2% |
| YTD | +18.6% | +11.2% | +7.3% | +14.3% |
| 1Y | +5.7% | +13.8% | -8.0% | +1.2% |
| 3Y | +74.0% | +76.2% | -2.2% | +46.1% |
| 5Y | +83.9% | +59.5% | +24.4% | +55.9% |
| 10Y | +494.6% | +222.2% | +272.4% | +373.9% |
| All | +1,548.3% | +402.6% | +1,145.7% | +1,235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling