+352.7%
FERG vs ALL
+359.1%
-6.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +0.9% | -2.2% | +3.1% | +1.2% |
| 30D | -15.1% | -5.6% | -9.5% | -14.3% |
| 3M | -4.8% | +17.2% | -22.1% | -7.5% |
| 6M | -2.5% | +23.2% | -25.7% | -6.0% |
| YTD | +1.8% | +23.6% | -21.8% | -2.1% |
| 1Y | -0.3% | +29.2% | -29.5% | -5.0% |
| 3Y | +52.9% | +153.8% | -100.9% | +29.2% |
| 5Y | +69.3% | +116.1% | -46.8% | +46.1% |
| 10Y | +352.7% | +364.8% | -12.1% | +228.8% |
| All | +352.7% | +359.1% | -6.4% | +228.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling