+2.2%
FERG vs FIVE
+63.0%
-60.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.4% |
| 7D | +8.2% | +2.4% | +5.7% | +7.7% |
| 30D | +14.4% | +15.8% | -1.5% | +12.3% |
| 3M | +4.3% | +3.8% | +0.6% | +3.6% |
| 6M | +7.9% | +18.5% | -10.7% | +4.8% |
| YTD | +16.3% | +31.2% | -15.0% | +9.2% |
| 1Y | +2.2% | +61.8% | -59.6% | -13.1% |
| All | +2.2% | +63.0% | -60.8% | -13.1% |
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