+50.4%
FERG vs DTE
+43.4%
+7.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.0% |
| 7D | -2.6% | -2.6% | 0.0% | -2.0% |
| 30D | -8.9% | -4.4% | -4.5% | -8.0% |
| 3M | -2.0% | -8.3% | +6.3% | -0.2% |
| 6M | -3.2% | -8.1% | +4.9% | -1.4% |
| YTD | +1.5% | +4.4% | -2.9% | +0.8% |
| 1Y | +0.5% | +0.2% | +0.3% | +0.5% |
| 3Y | +50.4% | +42.6% | +7.8% | +42.5% |
| All | +50.4% | +43.4% | +7.0% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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