+1,382.0%
FERG vs FIX
+9,299.0%
-7,917.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.3% | -1.5% |
| 7D | -2.1% | -17.5% | +15.4% | -0.1% |
| 30D | +8.7% | -41.6% | +50.2% | +15.5% |
| 3M | -7.4% | -40.6% | +33.2% | -2.1% |
| 6M | -6.6% | -49.4% | +42.7% | +0.3% |
| YTD | +6.6% | +9.2% | -2.6% | +4.0% |
| 1Y | -3.6% | +6.5% | -10.0% | -5.8% |
| 3Y | +56.4% | +448.7% | -392.3% | +25.4% |
| 5Y | +67.5% | +948.7% | -881.2% | +26.8% |
| 10Y | +434.6% | +3,659.7% | -3,225.1% | +283.1% |
| All | +1,382.0% | +9,299.0% | -7,917.0% | +960.1% |
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 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