+430.3%
FERG vs FN
+772.0%
-341.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.4% |
| 7D | +7.2% | -4.1% | +11.3% | +7.6% |
| 30D | +17.9% | -28.3% | +46.2% | +22.3% |
| 3M | -1.3% | -33.9% | +32.6% | +2.8% |
| 6M | +8.3% | -43.9% | +52.2% | +13.9% |
| YTD | +18.3% | -23.4% | +41.8% | +17.3% |
| 1Y | +4.7% | -25.4% | +30.1% | +3.8% |
| 3Y | +70.3% | +107.9% | -37.6% | +39.5% |
| 5Y | +84.6% | +195.1% | -110.4% | +40.8% |
| 10Y | +430.3% | +794.1% | -363.8% | +278.6% |
| All | +430.3% | +772.0% | -341.6% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling