+1,526.4%
FERG vs FDS
+502.6%
+1,023.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +9.7% | +1.5% | +8.3% | +9.6% |
| 30D | +15.0% | +14.8% | +0.2% | +13.5% |
| 3M | +3.8% | +16.3% | -12.5% | +2.0% |
| 6M | +10.6% | +66.2% | -55.6% | +4.4% |
| YTD | +17.0% | +16.2% | +0.7% | +14.4% |
| 1Y | +7.1% | +21.8% | -14.8% | +4.0% |
| 3Y | +67.7% | -23.9% | +91.6% | +71.4% |
| 5Y | +76.4% | -23.1% | +99.5% | +78.8% |
| 10Y | +424.2% | +128.7% | +295.5% | +409.7% |
| All | +1,526.4% | +502.6% | +1,023.7% | +1,542.0% |
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