+69.2%
FERG vs DOW
-36.5%
+105.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | +0.9% | -6.0% | +6.9% | +2.7% |
| 30D | -15.1% | -2.7% | -12.3% | -14.5% |
| 3M | -4.8% | -10.5% | +5.6% | -2.2% |
| 6M | -2.5% | -12.4% | +10.0% | -1.4% |
| YTD | +1.8% | +30.0% | -28.2% | -12.7% |
| 1Y | -0.3% | +27.8% | -28.1% | -14.8% |
| 3Y | +52.9% | -34.9% | +87.9% | +74.8% |
| All | +69.2% | -36.5% | +105.7% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling