+67.7%
FERG vs FND
-63.3%
+131.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -2.6% | -5.8% | +3.2% | -0.8% |
| 30D | -8.9% | -20.2% | +11.3% | -2.7% |
| 3M | -2.0% | -12.0% | +9.9% | +0.8% |
| 6M | -3.2% | -18.5% | +15.3% | +1.1% |
| YTD | +1.5% | -22.3% | +23.8% | +7.2% |
| 1Y | +0.5% | -47.6% | +48.1% | +19.2% |
| 3Y | +50.4% | -49.8% | +100.2% | +73.5% |
| All | +67.7% | -63.3% | +131.0% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling