+132.0%
FERG vs COMP
-49.2%
+181.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +5.7% | +5.5% | +10.6% |
| 7D | +7.3% | +14.5% | -7.2% | +5.7% |
| 30D | +18.1% | +14.9% | +3.2% | +16.2% |
| 3M | +1.6% | -14.2% | +15.9% | +2.9% |
| 6M | +8.5% | +23.7% | -15.2% | +5.3% |
| YTD | +18.6% | +2.1% | +16.5% | +16.2% |
| 1Y | +5.7% | +26.2% | -20.5% | +1.2% |
| 3Y | +74.0% | +470.9% | -396.9% | +38.1% |
| 5Y | +83.9% | -14.0% | +97.9% | +55.8% |
| All | +132.0% | -49.2% | +181.3% | +92.4% |
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