+494.6%
FERG vs FIVE
+596.6%
-102.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +5.6% | +5.6% | +10.5% |
| 7D | +7.3% | +6.2% | +1.1% | +6.6% |
| 30D | +18.1% | +18.2% | 0.0% | +15.9% |
| 3M | +1.6% | +3.8% | -2.2% | +1.1% |
| 6M | +8.5% | +13.7% | -5.2% | +6.4% |
| YTD | +18.6% | +34.7% | -16.2% | +13.7% |
| 1Y | +5.7% | +66.6% | -60.9% | -1.2% |
| 3Y | +74.0% | +44.3% | +29.7% | +58.6% |
| 5Y | +83.9% | +18.8% | +65.1% | +65.6% |
| 10Y | +494.6% | +569.2% | -74.6% | +412.6% |
| All | +494.6% | +596.6% | -102.0% | +412.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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