+1,348.4%
FERG vs FIX
+14,775.2%
-13,426.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +2.1% |
| 7D | 0.0% | +6.0% | -6.1% | -0.8% |
| 30D | -10.2% | -7.2% | -2.9% | -9.4% |
| 3M | -0.6% | -15.9% | +15.3% | +1.1% |
| 6M | -6.5% | +12.7% | -19.3% | -8.5% |
| YTD | +4.2% | +72.8% | -68.6% | -3.3% |
| 1Y | -2.3% | +122.9% | -125.2% | -12.2% |
| 3Y | +48.5% | +774.3% | -725.8% | +13.1% |
| 5Y | +72.0% | +2,049.5% | -1,977.5% | +22.4% |
| 10Y | +369.9% | +5,821.5% | -5,451.6% | +220.3% |
| All | +1,348.4% | +14,775.2% | -13,426.8% | +885.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling