+67.7%
FERG vs FGI
-16.0%
+83.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -25.2% | +25.8% | +1.2% |
| 7D | +9.7% | -14.4% | +24.1% | +10.0% |
| 30D | +15.0% | -11.8% | +26.8% | +15.2% |
| 3M | +3.8% | -46.2% | +50.0% | +5.0% |
| 6M | +10.6% | +5.2% | +5.4% | +8.2% |
| YTD | +17.0% | +10.5% | +6.4% | +12.3% |
| 1Y | +7.1% | +25.5% | -18.4% | +1.8% |
| 3Y | +67.7% | -16.0% | +83.7% | +60.0% |
| All | +67.7% | -16.0% | +83.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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