+50.4%
FERG vs DGX
+96.4%
-46.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -8.9% | -1.2% | -7.7% | -8.7% |
| 3M | -2.0% | +15.8% | -17.8% | -5.1% |
| 6M | -3.2% | +18.2% | -21.4% | -6.7% |
| YTD | +1.5% | +37.2% | -35.7% | -5.0% |
| 1Y | +0.5% | +30.4% | -29.9% | -5.0% |
| 3Y | +50.4% | +96.7% | -46.3% | +32.8% |
| All | +50.4% | +96.4% | -46.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling