+67.5%
FERG vs DG
-39.4%
+106.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.0% | -6.3% | +5.3% | -0.1% |
| 30D | -11.8% | +2.4% | -14.2% | -12.2% |
| 3M | -1.2% | +12.4% | -13.7% | -3.0% |
| 6M | -2.3% | -14.9% | +12.6% | -0.4% |
| YTD | +0.8% | -6.1% | +6.8% | +1.3% |
| 1Y | +0.5% | +17.9% | -17.4% | -2.7% |
| 3Y | +51.4% | +3.1% | +48.2% | +45.1% |
| 5Y | +67.5% | -38.7% | +106.2% | +81.4% |
| All | +67.5% | -39.4% | +106.9% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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