+50.9%
FERG vs FND
-50.0%
+100.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.1% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -15.1% | -19.6% | +4.5% | -9.5% |
| 3M | -4.8% | -4.3% | -0.5% | -4.7% |
| 6M | -2.5% | -20.4% | +18.0% | +2.7% |
| YTD | +1.8% | -21.9% | +23.7% | +7.3% |
| 1Y | -0.3% | -45.2% | +44.9% | +16.9% |
| All | +50.9% | -50.0% | +100.9% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling