-2.3%
FERG vs FE
+11.4%
-13.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | 0.0% | +1.9% | -2.0% | -0.2% |
| 30D | -10.2% | -1.2% | -9.0% | -10.1% |
| 3M | -0.6% | +3.5% | -4.1% | -0.5% |
| 6M | -6.5% | -6.1% | -0.5% | -7.6% |
| YTD | +4.2% | +7.6% | -3.4% | +5.8% |
| 1Y | -2.3% | +11.9% | -14.2% | +9.1% |
| All | -2.3% | +11.4% | -13.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling