+108.6%
FERG vs COMP
-52.0%
+160.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.6% | -2.0% |
| 7D | -2.1% | +13.4% | -15.5% | -3.5% |
| 30D | +8.7% | +11.1% | -2.4% | +7.2% |
| 3M | -7.4% | -18.8% | +11.4% | -5.7% |
| 6M | -6.6% | +10.5% | -17.1% | -8.4% |
| YTD | +6.6% | -3.4% | +10.0% | +5.0% |
| 1Y | -3.6% | +19.7% | -23.3% | -7.2% |
| 3Y | +56.4% | +381.6% | -325.2% | +26.2% |
| 5Y | +67.5% | -17.6% | +85.1% | +42.7% |
| All | +108.6% | -52.0% | +160.6% | +74.0% |
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