+3.0%
FERG vs FPS
-17.4%
+20.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.3% |
| 7D | +7.2% | -20.9% | +28.1% | +8.5% |
| 30D | +17.9% | -46.3% | +64.2% | +23.2% |
| 3M | -1.3% | -42.9% | +41.6% | +2.2% |
| 6M | +8.3% | -46.8% | +55.1% | +10.8% |
| All | +3.0% | -17.4% | +20.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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