+1,289.3%
FERG vs FN
+2,887.5%
-1,598.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +11.7% | -12.5% | -1.8% |
| 7D | -2.1% | 0.0% | -2.0% | -2.3% |
| 30D | +8.7% | -34.3% | +43.0% | +12.0% |
| 3M | -7.4% | -39.9% | +32.4% | -4.3% |
| 6M | -6.6% | -51.8% | +45.2% | -2.4% |
| YTD | +6.6% | -28.1% | +34.7% | +6.9% |
| 1Y | -3.6% | -29.1% | +25.5% | -3.4% |
| 3Y | +56.4% | +102.4% | -46.0% | +41.9% |
| 5Y | +67.5% | +171.7% | -104.2% | +47.7% |
| 10Y | +434.6% | +773.5% | -338.9% | +357.9% |
| All | +1,289.3% | +2,887.5% | -1,598.2% | +1,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling