+434.6%
FERG vs DECK
+874.1%
-439.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.6% |
| 7D | -2.1% | +5.8% | -7.8% | -2.9% |
| 30D | +8.7% | +7.9% | +0.8% | +7.3% |
| 3M | -7.4% | -11.4% | +4.0% | -5.7% |
| 6M | -6.6% | -16.6% | +9.9% | -4.3% |
| YTD | +6.6% | -16.4% | +22.9% | +8.8% |
| 1Y | -3.6% | +8.6% | -12.2% | -5.4% |
| 3Y | +56.4% | -15.1% | +71.5% | +55.3% |
| 5Y | +67.5% | +22.9% | +44.6% | +52.9% |
| All | +434.6% | +874.1% | -439.5% | +327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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