+1,526.4%
FERG vs BEN
+88.5%
+1,437.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +9.7% | +6.8% | +3.0% | +8.5% |
| 30D | +15.0% | +18.0% | -2.9% | +11.6% |
| 3M | +3.8% | +7.5% | -3.7% | +2.4% |
| 6M | +10.6% | +14.7% | -4.1% | +7.7% |
| YTD | +17.0% | +56.1% | -39.1% | +7.5% |
| 1Y | +7.1% | +69.6% | -62.5% | -3.0% |
| 3Y | +67.7% | +87.7% | -19.9% | +48.0% |
| 5Y | +76.4% | +28.6% | +47.8% | +61.0% |
| 10Y | +424.2% | +59.8% | +364.4% | +365.4% |
| All | +1,526.4% | +88.5% | +1,437.8% | +1,349.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling