+78.0%
FERG vs COMP
-10.9%
+88.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +9.7% | 0.0% | +9.7% | +9.8% |
| 30D | +15.0% | +16.6% | -1.5% | +12.9% |
| 3M | +3.8% | -23.5% | +27.3% | +6.5% |
| 6M | +10.6% | +25.7% | -15.1% | +7.0% |
| YTD | +17.0% | -3.4% | +20.4% | +15.2% |
| 1Y | +7.1% | +7.6% | -0.5% | +4.1% |
| 3Y | +67.7% | +423.6% | -355.8% | +33.0% |
| All | +78.0% | -10.9% | +88.9% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling