+273.0%
FERG vs DOW
-17.0%
+290.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -2.6% | -1.4% | -1.2% | -2.4% |
| 30D | -8.9% | -3.9% | -5.0% | -8.5% |
| 3M | -2.0% | -12.7% | +10.6% | -0.4% |
| 6M | -3.2% | -13.7% | +10.5% | -2.3% |
| YTD | +1.5% | +28.4% | -26.9% | -4.4% |
| 1Y | +0.5% | +21.8% | -21.3% | -4.9% |
| 3Y | +50.4% | -35.7% | +86.1% | +53.5% |
| 5Y | +68.7% | -36.8% | +105.5% | +71.3% |
| All | +273.0% | -17.0% | +290.0% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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