+67.7%
FERG vs DE
+97.2%
-29.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -2.6% | -2.6% | 0.0% | -1.6% |
| 30D | -8.9% | +9.0% | -17.9% | -12.1% |
| 3M | -2.0% | +19.1% | -21.2% | -9.0% |
| 6M | -3.2% | +14.4% | -17.6% | -8.8% |
| YTD | +1.5% | +45.9% | -44.4% | -13.8% |
| 1Y | +0.5% | +43.6% | -43.1% | -14.4% |
| 3Y | +50.4% | +75.9% | -25.5% | +16.9% |
| All | +67.7% | +97.2% | -29.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling