+352.7%
FERG vs COO
+37.7%
+314.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.2% | +4.9% | +0.1% |
| 7D | +0.9% | -9.0% | +9.9% | +3.0% |
| 30D | -15.1% | -16.8% | +1.8% | -11.5% |
| 3M | -4.8% | -7.5% | +2.7% | -3.2% |
| 6M | -2.5% | -16.3% | +13.8% | +1.3% |
| YTD | +1.8% | -22.5% | +24.4% | +7.6% |
| 1Y | -0.3% | -7.0% | +6.7% | +1.0% |
| 3Y | +52.9% | -27.5% | +80.4% | +61.2% |
| 5Y | +69.3% | -43.3% | +112.6% | +78.2% |
| All | +352.7% | +37.7% | +314.9% | +352.8% |
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