+352.7%
FERG vs CAPR
-77.3%
+430.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.3% |
| 7D | +0.9% | -12.6% | +13.5% | +1.0% |
| 30D | -15.1% | +124.4% | -139.5% | -15.6% |
| 3M | -4.8% | -66.8% | +61.9% | -4.6% |
| 6M | -2.5% | -71.8% | +69.3% | -2.1% |
| YTD | +1.8% | -70.1% | +71.9% | +2.1% |
| 1Y | -0.3% | +33.3% | -33.7% | -2.5% |
| 3Y | +52.9% | +36.7% | +16.2% | +47.8% |
| 5Y | +69.3% | +72.5% | -3.2% | +62.9% |
| 10Y | +352.7% | -77.3% | +430.0% | +333.5% |
| All | +352.7% | -77.3% | +430.0% | +333.5% |
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