+249.7%
FERG vs DBX
+16.6%
+233.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.6% |
| 7D | +3.4% | -1.3% | +4.7% | +3.5% |
| 30D | -11.5% | -2.9% | -8.6% | -11.2% |
| 3M | +1.3% | +23.8% | -22.6% | -1.5% |
| 6M | -1.0% | +26.2% | -27.2% | -4.4% |
| YTD | +3.2% | +21.6% | -18.4% | +0.1% |
| 1Y | -3.0% | +11.4% | -14.4% | -4.9% |
| 3Y | +55.0% | +21.3% | +33.8% | +48.4% |
| 5Y | +72.6% | +6.7% | +66.0% | +62.6% |
| All | +249.7% | +16.6% | +233.1% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DBX 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling