+1,348.4%
FERG vs FFIV
+632.9%
+715.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | -1.0% | +0.9% | +0.1% |
| 30D | -10.2% | -5.1% | -5.1% | -9.7% |
| 3M | -0.6% | -4.5% | +3.9% | -0.2% |
| 6M | -6.5% | +36.5% | -43.0% | -10.0% |
| YTD | +4.2% | +53.0% | -48.8% | -1.1% |
| 1Y | -2.3% | +24.2% | -26.5% | -5.1% |
| 3Y | +48.5% | +137.2% | -88.7% | +35.1% |
| 5Y | +72.0% | +91.8% | -19.8% | +57.6% |
| 10Y | +369.9% | +215.2% | +154.7% | +325.8% |
| All | +1,348.4% | +632.9% | +715.5% | +1,231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling