+351.3%
FERG vs ASX
+964.2%
-612.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -2.6% | +5.2% | -7.8% | -3.6% |
| 30D | -8.9% | +0.5% | -9.4% | -9.2% |
| 3M | -2.0% | +8.3% | -10.4% | -4.8% |
| 6M | -3.2% | +82.0% | -85.2% | -16.1% |
| YTD | +1.5% | +147.6% | -146.1% | -17.4% |
| 1Y | +0.5% | +258.8% | -258.4% | -24.4% |
| 3Y | +50.4% | +452.1% | -401.6% | +2.3% |
| 5Y | +68.7% | +441.7% | -373.0% | +11.0% |
| All | +351.3% | +964.2% | -612.9% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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