+110.4%
FERG vs COMP
-56.6%
+167.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -4.3% |
| 7D | -2.0% | -1.8% | -0.2% | -1.8% |
| 30D | +5.5% | -0.8% | +6.3% | +5.5% |
| 3M | -7.3% | -28.1% | +20.8% | -4.3% |
| 6M | -6.1% | +27.0% | -33.1% | -9.4% |
| YTD | +7.5% | -12.8% | +20.3% | +7.1% |
| 1Y | -3.9% | +4.9% | -8.8% | -6.2% |
| 3Y | +57.3% | +321.0% | -263.7% | +28.8% |
| 5Y | +68.9% | -25.6% | +94.5% | +45.6% |
| All | +110.4% | -56.6% | +167.0% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling