+1,348.4%
FERG vs BEN
+79.9%
+1,268.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.5% | -1.2% | +1.7% |
| 7D | 0.0% | +0.2% | -0.3% | -0.1% |
| 30D | -10.2% | -0.5% | -9.6% | -10.1% |
| 3M | -0.6% | +9.7% | -10.3% | -2.3% |
| 6M | -6.5% | +33.9% | -40.4% | -11.6% |
| YTD | +4.2% | +49.0% | -44.8% | -3.4% |
| 1Y | -2.3% | +42.1% | -44.4% | -8.7% |
| 3Y | +48.5% | +51.9% | -3.4% | +35.4% |
| 5Y | +72.0% | +39.0% | +33.0% | +56.8% |
| 10Y | +369.9% | +57.9% | +312.0% | +319.2% |
| All | +1,348.4% | +79.9% | +1,268.5% | +1,202.0% |
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