+65.0%
FERG vs FIVE
+14.2%
+50.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +8.7% | +17.7% | -9.0% | +5.2% |
| 3M | -7.4% | +4.0% | -11.4% | -8.4% |
| 6M | -6.6% | +2.6% | -9.2% | -7.9% |
| YTD | +6.6% | +27.6% | -21.0% | 0.0% |
| 1Y | -3.6% | +59.9% | -63.5% | -13.9% |
| 3Y | +56.4% | +35.8% | +20.6% | +37.7% |
| All | +65.0% | +14.2% | +50.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling