+71.5%
FERG vs DECK
+25.5%
+46.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.6% | +0.8% | +2.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -10.2% | -13.6% | +3.4% | -7.1% |
| 3M | -0.6% | -21.2% | +20.7% | +4.8% |
| 6M | -6.5% | -21.1% | +14.6% | -1.8% |
| YTD | +4.2% | -17.2% | +21.4% | +7.7% |
| 1Y | -2.3% | -30.7% | +28.5% | +4.6% |
| 3Y | +48.5% | -3.4% | +51.8% | +35.5% |
| All | +71.5% | +25.5% | +46.0% | +32.7% |
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