+5.7%
FERG vs FN
-19.6%
+25.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +1.4% |
| 7D | +6.4% | +8.0% | -1.6% | +5.6% |
| 30D | +19.9% | -19.1% | +39.1% | +21.3% |
| 3M | +5.6% | -29.8% | +35.4% | +7.4% |
| 6M | +9.2% | -43.2% | +52.4% | +12.3% |
| YTD | +20.6% | -18.9% | +39.6% | +18.5% |
| 1Y | +5.7% | -17.9% | +23.6% | +2.1% |
| All | +5.7% | -19.6% | +25.2% | +2.1% |
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