+1,301.2%
FERG vs DE
+1,547.7%
-246.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -11.8% | +9.7% | -21.5% | -13.2% |
| 3M | -1.2% | +21.4% | -22.6% | -4.3% |
| 6M | -2.3% | +15.0% | -17.3% | -4.6% |
| YTD | +0.8% | +46.4% | -45.6% | -5.1% |
| 1Y | +0.5% | +45.6% | -45.2% | -5.4% |
| 3Y | +51.4% | +76.8% | -25.4% | +38.9% |
| 5Y | +67.5% | +99.4% | -31.9% | +51.7% |
| 10Y | +348.1% | +864.6% | -516.4% | +289.8% |
| All | +1,301.2% | +1,547.7% | -246.5% | +1,110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling