-2.3%
FERG vs DE
+49.4%
-51.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | 0.0% | +10.0% | -10.1% | -2.8% |
| 30D | -10.2% | +13.3% | -23.5% | -13.5% |
| 3M | -0.6% | +17.5% | -18.1% | -5.6% |
| 6M | -6.5% | +13.6% | -20.1% | -10.9% |
| YTD | +4.2% | +49.8% | -45.6% | -9.1% |
| 1Y | -2.3% | +47.9% | -50.1% | -13.7% |
| All | -2.3% | +49.4% | -51.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling