+71.6%
FERG vs GEN
+20.2%
+51.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.2% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -11.5% | +2.6% | -14.2% | -12.2% |
| 3M | +1.3% | +15.8% | -14.5% | -2.6% |
| 6M | -1.0% | +33.1% | -34.1% | -8.8% |
| YTD | +3.2% | +11.3% | -8.1% | 0.0% |
| 1Y | -3.0% | +1.7% | -4.6% | -3.5% |
| 3Y | +55.0% | +58.1% | -3.1% | +36.4% |
| All | +71.6% | +20.2% | +51.4% | +56.7% |
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