+1,526.4%
FERG vs GEN
+366.8%
+1,159.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | +9.7% | +2.0% | +7.7% | +9.5% |
| 30D | +15.0% | +27.7% | -12.7% | +12.0% |
| 3M | +3.8% | +3.3% | +0.5% | +3.0% |
| 6M | +10.6% | +31.8% | -21.2% | +6.8% |
| YTD | +17.0% | +13.5% | +3.5% | +14.5% |
| 1Y | +7.1% | +16.0% | -9.0% | +4.6% |
| 3Y | +67.7% | +70.6% | -2.8% | +58.4% |
| 5Y | +76.4% | +32.1% | +44.3% | +68.5% |
| 10Y | +424.2% | +153.4% | +270.8% | +381.3% |
| All | +1,526.4% | +366.8% | +1,159.6% | +1,452.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling