+769.3%
FERG vs FIVE
+822.5%
-53.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | +8.7% | +17.7% | -9.0% | +7.1% |
| 3M | -7.4% | +4.0% | -11.4% | -7.8% |
| 6M | -6.6% | +2.6% | -9.2% | -7.2% |
| YTD | +6.6% | +27.6% | -21.0% | +3.8% |
| 1Y | -3.6% | +59.9% | -63.5% | -8.0% |
| 3Y | +56.4% | +35.8% | +20.6% | +46.3% |
| 5Y | +67.5% | +14.4% | +53.1% | +55.2% |
| 10Y | +434.6% | +576.1% | -141.6% | +398.3% |
| All | +769.3% | +822.5% | -53.2% | +749.2% |
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 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