-12.3%
FERG vs FPS
+12.3%
-24.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.8% | +4.8% | -0.3% |
| 7D | -1.0% | -4.6% | +3.6% | -0.4% |
| 30D | -11.8% | -22.6% | +10.8% | -9.1% |
| 3M | -1.2% | -45.1% | +43.9% | +5.8% |
| 6M | -2.3% | -17.8% | +15.5% | -3.9% |
| All | -12.3% | +12.3% | -24.6% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling