+86.2%
FERG vs DECK
+24.2%
+62.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.5% | +2.3% |
| 7D | +6.4% | -0.8% | +7.2% | +6.7% |
| 30D | +19.9% | +4.9% | +15.1% | +18.6% |
| 3M | +5.6% | -5.8% | +11.4% | +6.9% |
| 6M | +9.2% | -8.6% | +17.8% | +11.1% |
| YTD | +20.6% | -14.7% | +35.4% | +23.9% |
| 1Y | +5.7% | +6.9% | -1.2% | +2.7% |
| 3Y | +73.6% | -16.2% | +89.8% | +65.0% |
| 5Y | +86.2% | +25.3% | +60.9% | +54.1% |
| All | +86.2% | +24.2% | +62.0% | +54.1% |
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