+1,348.4%
FERG vs B
+47.9%
+1,300.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.4% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | -10.2% | +9.4% | -19.6% | -10.5% |
| 3M | -0.6% | +5.0% | -5.6% | -0.8% |
| 6M | -6.5% | -3.5% | -3.0% | -6.6% |
| YTD | +4.2% | +4.5% | -0.3% | +3.9% |
| 1Y | -2.3% | +67.8% | -70.0% | -3.5% |
| 3Y | +48.5% | +196.7% | -148.2% | +45.2% |
| 5Y | +72.0% | +151.9% | -79.9% | +67.8% |
| 10Y | +369.9% | +202.2% | +167.7% | +364.5% |
| All | +1,348.4% | +47.9% | +1,300.5% | +1,405.5% |
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