+69.3%
FERG vs DFNS
-99.9%
+169.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.3% | -1.4% |
| 7D | +0.9% | +4.6% | -3.7% | +0.9% |
| 30D | -15.1% | -73.9% | +58.8% | -15.1% |
| 3M | -4.8% | -71.7% | +66.9% | -4.6% |
| 6M | -2.5% | -94.6% | +92.1% | -2.4% |
| YTD | +1.8% | -98.1% | +99.9% | +1.7% |
| 1Y | -0.3% | -98.3% | +98.0% | -0.4% |
| 3Y | +52.9% | -99.9% | +152.8% | +52.7% |
| 5Y | +69.3% | -99.9% | +169.2% | +65.0% |
| All | +69.3% | -99.9% | +169.2% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling