+84.6%
FERG vs FICO
+82.5%
+2.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.3% |
| 7D | +7.2% | +0.9% | +6.3% | +7.1% |
| 30D | +17.9% | +9.4% | +8.5% | +15.6% |
| 3M | -1.3% | -30.4% | +29.1% | +3.4% |
| 6M | +8.3% | -35.1% | +43.4% | +13.4% |
| YTD | +18.3% | -56.8% | +75.1% | +35.4% |
| 1Y | +4.7% | -58.4% | +63.1% | +20.9% |
| 3Y | +70.3% | -26.7% | +97.0% | +56.2% |
| 5Y | +84.6% | +88.0% | -3.4% | +24.7% |
| All | +84.6% | +82.5% | +2.1% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 5y: compounded portfolio wealth divided by compounded FICO 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…
5y analysis · Full analysis span regression · 6 months rolling