+1,548.3%
FERG vs B
+39.7%
+1,508.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +4.2% | +7.0% | +11.1% |
| 7D | +7.3% | +11.3% | -4.0% | +7.0% |
| 30D | +18.1% | +2.9% | +15.2% | +18.0% |
| 3M | +1.6% | -2.9% | +4.5% | +1.7% |
| 6M | +8.5% | -1.2% | +9.7% | +8.4% |
| YTD | +18.6% | -1.3% | +19.9% | +18.4% |
| 1Y | +5.7% | +30.4% | -24.7% | +5.0% |
| 3Y | +74.0% | +195.3% | -121.3% | +70.4% |
| 5Y | +83.9% | +146.2% | -62.3% | +79.6% |
| 10Y | +494.6% | +200.5% | +294.1% | +488.7% |
| All | +1,548.3% | +39.7% | +1,508.6% | +1,615.6% |
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