+348.1%
FERG vs FDS
+66.9%
+281.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -0.3% |
| 7D | -1.0% | -16.0% | +15.0% | +1.2% |
| 30D | -11.8% | -6.7% | -5.1% | -11.1% |
| 3M | -1.2% | +6.0% | -7.2% | -2.3% |
| 6M | -2.3% | +25.1% | -27.4% | -6.2% |
| YTD | +0.8% | -8.1% | +8.9% | +1.2% |
| 1Y | +0.5% | -26.0% | +26.5% | +4.2% |
| 3Y | +51.4% | -36.4% | +87.8% | +60.4% |
| 5Y | +67.5% | -27.7% | +95.2% | +75.7% |
| All | +348.1% | +66.9% | +281.3% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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