+351.3%
FERG vs DE
+863.9%
-512.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -2.0% |
| 30D | -8.9% | +9.0% | -17.9% | -10.7% |
| 3M | -2.0% | +19.1% | -21.2% | -6.0% |
| 6M | -3.2% | +14.4% | -17.6% | -6.3% |
| YTD | +1.5% | +45.9% | -44.4% | -7.0% |
| 1Y | +0.5% | +43.6% | -43.1% | -7.7% |
| 3Y | +50.4% | +75.9% | -25.5% | +32.5% |
| 5Y | +68.7% | +98.8% | -30.1% | +45.5% |
| All | +351.3% | +863.9% | -512.6% | +261.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling