+440.7%
FERG vs FFIV
+130.1%
+310.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | +6.4% | -2.9% | +9.4% | +7.2% |
| 30D | +19.9% | -32.4% | +52.3% | +29.2% |
| 3M | +5.6% | -22.7% | +28.3% | +10.1% |
| 6M | +9.2% | -10.7% | +19.9% | +9.9% |
| YTD | +20.6% | +25.4% | -4.7% | +11.3% |
| 1Y | +5.7% | +34.2% | -28.5% | -4.3% |
| 3Y | +73.6% | +101.2% | -27.6% | +43.0% |
| 5Y | +86.2% | +42.0% | +44.2% | +58.8% |
| 10Y | +440.7% | +126.7% | +313.9% | +355.2% |
| All | +440.7% | +130.1% | +310.6% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling