+380.1%
FERG vs FND
+57.9%
+322.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.0% |
| 7D | +9.7% | -6.8% | +16.6% | +11.2% |
| 30D | +15.0% | +8.0% | +7.1% | +13.4% |
| 3M | +3.8% | -18.9% | +22.7% | +7.4% |
| 6M | +10.6% | +4.7% | +5.9% | +8.9% |
| YTD | +17.0% | -21.6% | +38.6% | +20.6% |
| 1Y | +7.1% | -22.0% | +29.1% | +10.5% |
| 3Y | +67.7% | -40.4% | +108.2% | +79.1% |
| 5Y | +76.4% | -63.8% | +140.2% | +91.7% |
| All | +380.1% | +57.9% | +322.3% | +391.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling