+7.3%
FERG vs D
+11.7%
-4.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -0.5% | +11.7% | +11.3% |
| 7D | +7.3% | +0.8% | +6.6% | +7.2% |
| 30D | +18.1% | +10.7% | +7.4% | +16.9% |
| 3M | +1.6% | +2.3% | -0.6% | +1.2% |
| All | +7.3% | +11.7% | -4.3% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling