+1,382.0%
FERG vs D
+255.0%
+1,126.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.7% |
| 7D | -2.1% | +3.0% | -5.1% | -2.4% |
| 30D | +8.7% | +11.5% | -2.8% | +7.5% |
| 3M | -7.4% | +3.7% | -11.2% | -7.8% |
| 6M | -6.6% | +13.5% | -20.2% | -7.8% |
| YTD | +6.6% | +20.7% | -14.1% | +4.6% |
| 1Y | -3.6% | +18.2% | -21.8% | -5.2% |
| 3Y | +56.4% | +73.3% | -16.9% | +48.4% |
| 5Y | +67.5% | +12.3% | +55.2% | +63.6% |
| 10Y | +434.6% | +43.4% | +391.2% | +426.4% |
| All | +1,382.0% | +255.0% | +1,126.9% | +1,326.6% |
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