-3.0%
FERG vs FIVE
+65.4%
-68.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +3.4% | +3.7% | -0.3% | +2.8% |
| 30D | -11.5% | +4.0% | -15.5% | -12.2% |
| 3M | +1.3% | +36.2% | -35.0% | -4.0% |
| 6M | -1.0% | +18.0% | -19.0% | -4.7% |
| YTD | +3.2% | +34.9% | -31.7% | -5.1% |
| 1Y | -3.0% | +67.9% | -70.9% | -17.9% |
| All | -3.0% | +65.4% | -68.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling