+1,348.4%
FERG vs FDS
+447.0%
+901.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.5% | +5.8% | +2.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | -10.2% | +9.0% | -19.2% | -11.0% |
| 3M | -0.6% | +18.9% | -19.4% | -2.5% |
| 6M | -6.5% | +35.1% | -41.7% | -9.9% |
| YTD | +4.2% | +5.5% | -1.3% | +3.0% |
| 1Y | -2.3% | -16.8% | +14.6% | -0.9% |
| 3Y | +48.5% | -28.1% | +76.5% | +52.7% |
| 5Y | +72.0% | -17.4% | +89.4% | +75.3% |
| 10Y | +369.9% | +85.4% | +284.4% | +363.3% |
| All | +1,348.4% | +447.0% | +901.4% | +1,378.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling