+1,577.3%
FERG vs ALL
+1,151.4%
+425.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.5% | +1.9% |
| 7D | +6.4% | -2.6% | +9.0% | +6.8% |
| 30D | +19.9% | +12.7% | +7.2% | +18.2% |
| 3M | +5.6% | +0.4% | +5.2% | +5.4% |
| 6M | +9.2% | +23.8% | -14.6% | +6.1% |
| YTD | +20.6% | +27.8% | -7.2% | +16.5% |
| 1Y | +5.7% | +28.9% | -23.2% | +1.9% |
| 3Y | +73.6% | +113.9% | -40.3% | +56.4% |
| 5Y | +86.2% | +157.4% | -71.2% | +64.5% |
| 10Y | +440.7% | +369.0% | +71.7% | +360.4% |
| All | +1,577.3% | +1,151.4% | +425.9% | +1,258.1% |
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