+348.1%
FERG vs GEN
+157.3%
+190.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | -1.0% | -4.3% | +3.3% | -0.4% |
| 30D | -11.8% | +3.8% | -15.6% | -12.3% |
| 3M | -1.2% | +22.3% | -23.5% | -4.1% |
| 6M | -2.3% | +39.0% | -41.3% | -7.3% |
| YTD | +0.8% | +11.9% | -11.1% | -1.3% |
| 1Y | +0.5% | +4.5% | -4.0% | -0.7% |
| 3Y | +51.4% | +59.0% | -7.6% | +41.9% |
| 5Y | +67.5% | +22.0% | +45.5% | +59.0% |
| All | +348.1% | +157.3% | +190.8% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling