+49.3%
FERG vs DOW
-34.9%
+84.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.5% |
| 30D | -11.8% | -4.1% | -7.7% | -11.1% |
| 3M | -1.2% | -12.4% | +11.2% | +1.5% |
| 6M | -2.3% | -10.6% | +8.3% | -2.2% |
| YTD | +0.8% | +31.1% | -30.3% | -12.1% |
| 1Y | +0.5% | +30.5% | -30.0% | -12.9% |
| All | +49.3% | -34.9% | +84.3% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling