+3.1%
FERG vs ALL
+42.7%
-39.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +2.6% |
| 7D | +7.7% | +7.5% | +0.2% | +7.5% |
| 30D | +11.5% | +19.7% | -8.3% | +11.3% |
| 3M | -2.4% | +2.9% | -5.3% | -2.5% |
| 6M | -4.0% | +23.5% | -27.5% | -3.8% |
| YTD | +13.4% | +31.1% | -17.8% | +13.2% |
| 1Y | +3.1% | +40.5% | -37.4% | +1.5% |
| All | +3.1% | +42.7% | -39.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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