+68.9%
FERG vs DECK
+25.8%
+43.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.6% | -4.8% |
| 7D | -2.0% | +6.0% | -8.0% | -3.4% |
| 30D | +5.5% | +7.4% | -1.9% | +3.6% |
| 3M | -7.3% | -11.7% | +4.3% | -4.7% |
| 6M | -6.1% | -11.0% | +4.9% | -4.0% |
| YTD | +7.5% | -15.4% | +22.8% | +10.5% |
| 1Y | -3.9% | +7.2% | -11.2% | -6.8% |
| 3Y | +57.3% | -11.8% | +69.1% | +47.0% |
| 5Y | +68.9% | +24.3% | +44.6% | +36.5% |
| All | +68.9% | +25.8% | +43.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling