+1,382.0%
FERG vs B
+34.1%
+1,347.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.8% |
| 7D | -2.1% | +9.6% | -11.7% | -2.4% |
| 30D | +8.7% | +3.5% | +5.1% | +8.5% |
| 3M | -7.4% | -1.6% | -5.8% | -7.4% |
| 6M | -6.6% | -1.7% | -5.0% | -6.7% |
| YTD | +6.6% | -5.3% | +11.9% | +6.6% |
| 1Y | -3.6% | +27.2% | -30.8% | -4.2% |
| 3Y | +56.4% | +166.1% | -109.7% | +53.4% |
| 5Y | +67.5% | +136.5% | -69.0% | +63.8% |
| 10Y | +434.6% | +172.2% | +262.4% | +429.7% |
| All | +1,382.0% | +34.1% | +1,347.9% | +1,444.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling