+430.3%
FERG vs B
+184.6%
+245.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.3% |
| 7D | +7.2% | +7.1% | +0.1% | +6.6% |
| 30D | +17.9% | -3.3% | +21.2% | +18.2% |
| 3M | -1.3% | -2.5% | +1.3% | -1.2% |
| 6M | +8.3% | -7.2% | +15.5% | +8.6% |
| YTD | +18.3% | -7.4% | +25.7% | +18.4% |
| 1Y | +4.7% | +16.4% | -11.7% | +3.3% |
| 3Y | +70.3% | +178.7% | -108.4% | +59.3% |
| 5Y | +84.6% | +121.7% | -37.1% | +72.1% |
| 10Y | +430.3% | +208.6% | +221.7% | +411.3% |
| All | +430.3% | +184.6% | +245.7% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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