+323.6%
FERG vs FND
+58.4%
+265.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.1% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -11.5% | -23.6% | +12.1% | -7.4% |
| 3M | +1.3% | +4.3% | -3.1% | 0.0% |
| 6M | -1.0% | -20.3% | +19.3% | +2.1% |
| YTD | +3.2% | -21.3% | +24.5% | +6.5% |
| 1Y | -3.0% | -45.4% | +42.4% | +6.2% |
| 3Y | +55.0% | -48.9% | +103.9% | +68.8% |
| 5Y | +72.6% | -61.0% | +133.7% | +86.9% |
| All | +323.6% | +58.4% | +265.2% | +333.6% |
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