+1,348.4%
FERG vs ALL
+1,138.9%
+209.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.5% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -10.2% | -1.5% | -8.7% | -10.0% |
| 3M | -0.6% | +23.6% | -24.2% | -3.4% |
| 6M | -6.5% | +22.3% | -28.9% | -9.1% |
| YTD | +4.2% | +26.5% | -22.3% | +0.8% |
| 1Y | -2.3% | +27.0% | -29.3% | -5.6% |
| 3Y | +48.5% | +149.6% | -101.1% | +31.3% |
| 5Y | +72.0% | +118.1% | -46.1% | +53.8% |
| 10Y | +369.9% | +369.0% | +0.9% | +300.7% |
| All | +1,348.4% | +1,138.9% | +209.5% | +1,075.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling