+749.6%
FERG vs FIVE
+868.1%
-118.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.9% |
| 7D | 0.0% | +4.3% | -4.3% | -0.4% |
| 30D | -10.2% | +12.5% | -22.7% | -11.2% |
| 3M | -0.6% | +31.2% | -31.8% | -3.1% |
| 6M | -6.5% | +14.4% | -20.9% | -8.0% |
| YTD | +4.2% | +33.9% | -29.7% | +1.0% |
| 1Y | -2.3% | +65.1% | -67.3% | -7.1% |
| 3Y | +48.5% | +49.0% | -0.5% | +37.8% |
| 5Y | +72.0% | +30.3% | +41.7% | +58.5% |
| 10Y | +369.9% | +481.1% | -111.2% | +336.0% |
| All | +749.6% | +868.1% | -118.5% | +726.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling