+86.2%
FERG vs DFNS
-100.0%
+186.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.7% | -10.8% | +2.0% |
| 7D | +6.4% | -13.0% | +19.4% | +6.4% |
| 30D | +19.9% | -56.9% | +76.8% | +19.9% |
| 3M | +5.6% | -93.2% | +98.8% | +5.4% |
| 6M | +9.2% | -95.4% | +104.7% | +9.3% |
| YTD | +20.6% | -99.5% | +120.1% | +20.4% |
| 1Y | +5.7% | -99.6% | +105.3% | +5.4% |
| 3Y | +73.6% | -100.0% | +173.6% | +73.2% |
| 5Y | +86.2% | -100.0% | +186.2% | +76.3% |
| All | +86.2% | -100.0% | +186.2% | +76.3% |
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