+65.0%
FERG vs FIX
+933.9%
-868.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.3% | -2.1% |
| 7D | -2.1% | -17.5% | +15.4% | +1.8% |
| 30D | +8.7% | -41.6% | +50.2% | +22.7% |
| 3M | -7.4% | -40.6% | +33.2% | +3.5% |
| 6M | -6.6% | -49.4% | +42.7% | +7.9% |
| YTD | +6.6% | +9.2% | -2.6% | -1.2% |
| 1Y | -3.6% | +6.5% | -10.0% | -10.4% |
| 3Y | +56.4% | +448.7% | -392.3% | -24.3% |
| All | +65.0% | +933.9% | -868.9% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling