+103.9%
FERG vs COMP
-47.7%
+151.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | +1.4% | -1.4% | -0.2% |
| 30D | -10.2% | -13.3% | +3.1% | -8.9% |
| 3M | -0.6% | +41.1% | -41.7% | -4.5% |
| 6M | -6.5% | +17.2% | -23.7% | -9.2% |
| YTD | +4.2% | +5.2% | -1.0% | +2.0% |
| 1Y | -2.3% | +18.9% | -21.2% | -5.9% |
| 3Y | +48.5% | +215.9% | -167.4% | +24.7% |
| 5Y | +72.0% | -31.2% | +103.2% | +46.0% |
| All | +103.9% | -47.7% | +151.6% | +69.0% |
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 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