+0.5%
FERG vs BEN
+43.6%
-43.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.5% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -11.8% | +0.9% | -12.7% | -12.1% |
| 3M | -1.2% | +9.2% | -10.4% | -4.4% |
| 6M | -2.3% | +36.8% | -39.1% | -13.9% |
| YTD | +0.8% | +44.4% | -43.6% | -12.4% |
| 1Y | +0.5% | +45.8% | -45.4% | -14.1% |
| All | +0.5% | +43.6% | -43.1% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling