+56.4%
FERG vs FE
+44.1%
+12.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +8.7% | +5.2% | +3.5% | +8.1% |
| 3M | -7.4% | 0.0% | -7.4% | -7.4% |
| 6M | -6.6% | +5.0% | -11.7% | -7.1% |
| YTD | +6.6% | +7.9% | -1.3% | +5.6% |
| 1Y | -3.6% | +6.3% | -9.9% | -4.3% |
| 3Y | +56.4% | +46.0% | +10.4% | +45.9% |
| All | +56.4% | +44.1% | +12.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling