+78.0%
FERG vs GEN
+33.3%
+44.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.1% |
| 7D | +9.7% | +2.0% | +7.7% | +9.2% |
| 30D | +15.0% | +27.7% | -12.7% | +8.5% |
| 3M | +3.8% | +3.3% | +0.5% | +2.3% |
| 6M | +10.6% | +31.8% | -21.2% | +2.1% |
| YTD | +17.0% | +13.5% | +3.5% | +12.3% |
| 1Y | +7.1% | +16.0% | -9.0% | +2.0% |
| 3Y | +67.7% | +70.6% | -2.8% | +44.5% |
| All | +78.0% | +33.3% | +44.7% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling