+2.2%
FERG vs FN
-21.9%
+24.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.3% |
| 7D | +8.2% | +20.8% | -12.6% | +6.6% |
| 30D | +14.4% | -17.3% | +31.7% | +15.5% |
| 3M | +4.3% | -38.1% | +42.5% | +7.4% |
| 6M | +7.9% | -44.2% | +52.1% | +11.0% |
| YTD | +16.3% | -22.3% | +38.5% | +14.6% |
| 1Y | +2.2% | -20.9% | +23.2% | -0.9% |
| All | +2.2% | -21.9% | +24.2% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling