+237.4%
FERG vs DFNS
-100.0%
+337.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -19.4% | +15.7% | -3.6% |
| 7D | +8.2% | -12.7% | +20.8% | +8.2% |
| 30D | +14.4% | -65.2% | +79.6% | +14.3% |
| 3M | +4.3% | -94.6% | +98.9% | +4.1% |
| 6M | +7.9% | -96.2% | +104.1% | +7.9% |
| YTD | +16.3% | -99.6% | +115.9% | +16.0% |
| 1Y | +2.2% | -99.7% | +101.9% | +2.0% |
| 3Y | +67.3% | -100.0% | +167.3% | +67.3% |
| 5Y | +75.3% | -100.0% | +175.3% | +73.8% |
| All | +237.4% | -100.0% | +337.3% | +235.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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