+1,348.4%
FERG vs D
+240.7%
+1,107.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.5% |
| 7D | 0.0% | +0.4% | -0.5% | -0.1% |
| 30D | -10.2% | -3.6% | -6.6% | -9.9% |
| 3M | -0.6% | -1.0% | +0.4% | -0.5% |
| 6M | -6.5% | +6.3% | -12.8% | -7.1% |
| YTD | +4.2% | +14.7% | -10.5% | +2.7% |
| 1Y | -2.3% | +16.9% | -19.2% | -3.8% |
| 3Y | +48.5% | +56.8% | -8.3% | +42.0% |
| 5Y | +72.0% | +5.2% | +66.8% | +69.0% |
| 10Y | +369.9% | +35.9% | +334.0% | +365.1% |
| All | +1,348.4% | +240.7% | +1,107.7% | +1,300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling