+102.0%
FERG vs COMP
-49.4%
+151.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.6% |
| 7D | +3.4% | +4.1% | -0.7% | +2.9% |
| 30D | -11.5% | -14.5% | +3.0% | -10.1% |
| 3M | +1.3% | +41.8% | -40.5% | -2.7% |
| 6M | -1.0% | +23.6% | -24.5% | -4.3% |
| YTD | +3.2% | +1.7% | +1.5% | +1.4% |
| 1Y | -3.0% | +12.6% | -15.5% | -6.1% |
| 3Y | +55.0% | +221.9% | -166.8% | +30.0% |
| 5Y | +72.6% | -28.1% | +100.8% | +46.9% |
| All | +102.0% | -49.4% | +151.4% | +68.0% |
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