+4.7%
FERG vs COMP
+16.2%
-11.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.4% | +7.2% | +0.9% |
| 7D | +7.2% | +7.2% | 0.0% | +6.2% |
| 30D | +17.9% | +6.4% | +11.5% | +16.7% |
| 3M | -1.3% | -19.4% | +18.2% | +1.1% |
| 6M | +8.3% | +14.6% | -6.2% | +4.9% |
| YTD | +18.3% | -5.5% | +23.8% | +16.0% |
| 1Y | +4.7% | +13.7% | -8.9% | +0.6% |
| All | +4.7% | +16.2% | -11.5% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling