+56.5%
FERG vs FFIV
+142.5%
-86.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -1.0% | +0.9% | +0.2% |
| 30D | -10.2% | -5.1% | -5.1% | -9.1% |
| 3M | -0.6% | -4.5% | +3.9% | +0.2% |
| 6M | -6.5% | +36.5% | -43.0% | -15.8% |
| YTD | +4.2% | +53.0% | -48.8% | -10.3% |
| 1Y | -2.3% | +24.2% | -26.5% | -9.4% |
| All | +56.5% | +142.5% | -86.0% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling