+136.1%
FERG vs COMP
-51.7%
+187.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | +1.7% |
| 7D | +6.4% | +2.2% | +4.2% | +6.1% |
| 30D | +19.9% | +16.3% | +3.6% | +17.8% |
| 3M | +5.6% | -19.1% | +24.7% | +7.6% |
| 6M | +9.2% | +17.1% | -7.9% | +6.5% |
| YTD | +20.6% | -2.9% | +23.6% | +18.8% |
| 1Y | +5.7% | +8.8% | -3.1% | +2.7% |
| 3Y | +73.6% | +423.5% | -349.9% | +39.0% |
| 5Y | +86.2% | -10.5% | +96.7% | +58.1% |
| All | +136.1% | -51.7% | +187.8% | +96.8% |
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