+430.3%
FERG vs COO
+38.3%
+392.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +7.2% | +4.5% | +2.7% | +6.2% |
| 30D | +17.9% | +16.9% | +1.0% | +13.7% |
| 3M | -1.3% | -16.7% | +15.4% | +2.6% |
| 6M | +8.3% | +5.9% | +2.4% | +6.3% |
| YTD | +18.3% | -22.4% | +40.8% | +24.6% |
| 1Y | +4.7% | -10.1% | +14.8% | +6.7% |
| 3Y | +70.3% | -22.8% | +93.1% | +77.1% |
| 5Y | +84.6% | -41.4% | +126.0% | +93.6% |
| 10Y | +430.3% | +41.3% | +389.1% | +425.4% |
| All | +430.3% | +38.3% | +392.0% | +425.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling