+7.1%
FERG vs FIX
+15.7%
-8.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | +9.7% | +9.4% | +0.3% | +8.0% |
| 30D | +15.0% | -27.8% | +42.8% | +20.7% |
| 3M | +3.8% | -35.6% | +39.3% | +10.9% |
| 6M | +10.6% | -45.2% | +55.8% | +22.1% |
| YTD | +17.0% | +19.5% | -2.5% | +9.8% |
| 1Y | +7.1% | +24.2% | -17.1% | -1.3% |
| All | +7.1% | +15.7% | -8.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling