-2.3%
FERG vs ALL
+28.3%
-30.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.3% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -10.2% | -1.5% | -8.7% | -10.1% |
| 3M | -0.6% | +23.6% | -24.2% | -0.8% |
| 6M | -6.5% | +22.3% | -28.9% | -6.6% |
| YTD | +4.2% | +26.5% | -22.3% | +3.7% |
| 1Y | -2.3% | +27.0% | -29.3% | -2.2% |
| All | -2.3% | +28.3% | -30.6% | -2.2% |
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