+424.2%
FERG vs D
+48.0%
+376.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +9.7% | -1.4% | +11.1% | +9.9% |
| 30D | +15.0% | +7.7% | +7.3% | +14.0% |
| 3M | +3.8% | -0.3% | +4.0% | +3.7% |
| 6M | +10.6% | +10.1% | +0.6% | +9.2% |
| YTD | +17.0% | +19.1% | -2.1% | +14.4% |
| 1Y | +7.1% | +15.9% | -8.8% | +5.0% |
| 3Y | +67.7% | +75.0% | -7.3% | +56.5% |
| 5Y | +76.4% | +13.4% | +63.0% | +71.6% |
| All | +424.2% | +48.0% | +376.2% | +426.5% |
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