+67.7%
FERG vs DLTR
+30.4%
+37.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -2.6% | -10.1% | +7.5% | -0.8% |
| 30D | -8.9% | -8.1% | -0.8% | -7.6% |
| 3M | -2.0% | +2.9% | -4.9% | -2.8% |
| 6M | -3.2% | +4.3% | -7.5% | -4.7% |
| YTD | +1.5% | -3.9% | +5.4% | +1.4% |
| 1Y | +0.5% | +18.9% | -18.4% | -3.8% |
| 3Y | +50.4% | +1.9% | +48.5% | +43.8% |
| All | +67.7% | +30.4% | +37.3% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling