+1,545.2%
FERG vs FDS
+490.5%
+1,054.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +7.2% | -2.0% | +9.2% | +7.4% |
| 30D | +17.9% | +13.5% | +4.4% | +16.4% |
| 3M | -1.3% | +15.2% | -16.4% | -2.8% |
| 6M | +8.3% | +47.0% | -38.7% | +3.6% |
| YTD | +18.3% | +13.9% | +4.4% | +15.9% |
| 1Y | +4.7% | +25.2% | -20.5% | +1.3% |
| 3Y | +70.3% | -25.3% | +95.6% | +74.3% |
| 5Y | +84.6% | -23.3% | +107.9% | +87.4% |
| 10Y | +430.3% | +126.0% | +304.3% | +416.5% |
| All | +1,545.2% | +490.5% | +1,054.7% | +1,564.3% |
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