-3.0%
FERG vs FIX
+132.0%
-135.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +3.4% | +6.1% | -2.7% | +2.1% |
| 30D | -11.5% | -2.7% | -8.8% | -11.3% |
| 3M | +1.3% | -10.9% | +12.2% | +2.9% |
| 6M | -1.0% | +29.0% | -30.0% | -7.6% |
| YTD | +3.2% | +76.9% | -73.7% | -9.4% |
| 1Y | -3.0% | +130.7% | -133.7% | -20.5% |
| All | -3.0% | +132.0% | -135.0% | -20.5% |
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