+351.3%
FERG vs DLTR
+45.3%
+306.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -10.1% | +7.5% | -1.5% |
| 30D | -8.9% | -8.1% | -0.8% | -8.1% |
| 3M | -2.0% | +2.9% | -4.9% | -2.5% |
| 6M | -3.2% | +4.3% | -7.5% | -4.1% |
| YTD | +1.5% | -3.9% | +5.4% | +1.4% |
| 1Y | +0.5% | +18.9% | -18.4% | -1.9% |
| 3Y | +50.4% | +1.9% | +48.5% | +46.2% |
| 5Y | +68.7% | +31.0% | +37.7% | +66.2% |
| All | +351.3% | +45.3% | +306.0% | +345.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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