-2.3%
FERG vs FND
-36.4%
+34.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.6% | +1.8% |
| 7D | 0.0% | -5.2% | +5.2% | +1.4% |
| 30D | -10.2% | -19.9% | +9.7% | -4.9% |
| 3M | -0.6% | +2.7% | -3.3% | -2.8% |
| 6M | -6.5% | -21.7% | +15.1% | -1.0% |
| YTD | +4.2% | -17.5% | +21.7% | +8.0% |
| 1Y | -2.3% | -39.3% | +37.0% | +9.8% |
| All | -2.3% | -36.4% | +34.1% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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