+71.5%
FERG vs FN
+289.0%
-217.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.8% |
| 7D | 0.0% | -1.7% | +1.6% | +0.2% |
| 30D | -10.2% | -22.0% | +11.8% | -7.1% |
| 3M | -0.6% | -43.0% | +42.4% | +7.6% |
| 6M | -6.5% | -27.7% | +21.2% | -4.5% |
| YTD | +4.2% | -10.5% | +14.7% | +1.0% |
| 1Y | -2.3% | +12.5% | -14.8% | -10.4% |
| 3Y | +48.5% | +153.8% | -105.3% | +5.8% |
| All | +71.5% | +289.0% | -217.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling