+131.6%
FERG vs COMP
-53.0%
+184.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.6% |
| 7D | +7.2% | +7.2% | 0.0% | +6.4% |
| 30D | +17.9% | +6.4% | +11.5% | +16.9% |
| 3M | -1.3% | -19.4% | +18.2% | +0.6% |
| 6M | +8.3% | +14.6% | -6.2% | +5.9% |
| YTD | +18.3% | -5.5% | +23.8% | +16.9% |
| 1Y | +4.7% | +13.7% | -8.9% | +1.3% |
| 3Y | +70.3% | +409.7% | -339.4% | +36.7% |
| 5Y | +84.6% | -17.0% | +101.7% | +57.5% |
| All | +131.6% | -53.0% | +184.6% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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