+72.6%
FERG vs ALL
+117.0%
-44.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | -0.4% |
| 7D | +3.4% | -1.7% | +5.1% | +3.8% |
| 30D | -11.5% | -4.7% | -6.8% | -10.6% |
| 3M | +1.3% | +18.4% | -17.1% | -3.0% |
| 6M | -1.0% | +20.5% | -21.5% | -5.7% |
| YTD | +3.2% | +23.5% | -20.3% | -2.6% |
| 1Y | -3.0% | +29.0% | -31.9% | -9.6% |
| 3Y | +55.0% | +153.7% | -98.7% | +15.8% |
| 5Y | +72.6% | +114.8% | -42.1% | +41.0% |
| All | +72.6% | +117.0% | -44.4% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling