+358.9%
FERG vs D
+35.9%
+323.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | +3.4% | +0.8% | +2.6% | +3.3% |
| 30D | -11.5% | -0.7% | -10.8% | -11.4% |
| 3M | +1.3% | +2.1% | -0.8% | +1.0% |
| 6M | -1.0% | +6.8% | -7.8% | -1.8% |
| YTD | +3.2% | +16.5% | -13.3% | +1.4% |
| 1Y | -3.0% | +19.2% | -22.1% | -5.0% |
| 3Y | +55.0% | +61.9% | -6.8% | +46.6% |
| 5Y | +72.6% | +6.5% | +66.1% | +68.8% |
| 10Y | +358.9% | +35.3% | +323.7% | +382.4% |
| All | +358.9% | +35.9% | +323.1% | +382.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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