+358.9%
FERG vs FIX
+5,976.4%
-5,617.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | +3.4% | +6.1% | -2.7% | +2.3% |
| 30D | -11.5% | -2.7% | -8.8% | -11.3% |
| 3M | +1.3% | -10.9% | +12.2% | +2.6% |
| 6M | -1.0% | +29.0% | -30.0% | -6.2% |
| YTD | +3.2% | +76.9% | -73.7% | -7.7% |
| 1Y | -3.0% | +130.7% | -133.7% | -17.6% |
| 3Y | +55.0% | +790.7% | -735.6% | +1.9% |
| 5Y | +72.6% | +2,185.6% | -2,112.9% | +1.2% |
| 10Y | +358.9% | +5,993.3% | -5,634.4% | +154.0% |
| All | +358.9% | +5,976.4% | -5,617.4% | +154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling