+358.9%
FERG vs B
+186.6%
+172.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +3.4% | +2.3% | +1.1% | +3.2% |
| 30D | -11.5% | +1.4% | -12.9% | -11.7% |
| 3M | +1.3% | +12.2% | -10.9% | +0.3% |
| 6M | -1.0% | -2.1% | +1.2% | -1.2% |
| YTD | +3.2% | +2.9% | +0.3% | +2.6% |
| 1Y | -3.0% | +55.3% | -58.3% | -5.6% |
| 3Y | +55.0% | +198.7% | -143.7% | +46.1% |
| 5Y | +72.6% | +153.8% | -81.1% | +62.0% |
| 10Y | +358.9% | +193.4% | +165.5% | +343.5% |
| All | +358.9% | +186.6% | +172.4% | +343.5% |
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