+424.2%
FERG vs CAPR
-65.7%
+490.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.9% | +7.6% | +0.7% |
| 7D | +9.7% | +5.9% | +3.9% | +9.7% |
| 30D | +15.0% | +44.6% | -29.6% | +14.7% |
| 3M | +3.8% | +126.4% | -122.6% | +3.0% |
| 6M | +10.6% | -68.6% | +79.2% | +10.9% |
| YTD | +17.0% | -67.0% | +84.0% | +17.2% |
| 1Y | +7.1% | +65.2% | -58.1% | +4.5% |
| 3Y | +67.7% | +235.6% | -167.8% | +61.1% |
| 5Y | +76.4% | +175.4% | -99.0% | +69.3% |
| All | +424.2% | -65.7% | +490.0% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling