+1,348.4%
FERG vs GEN
+370.6%
+977.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +2.6% |
| 7D | 0.0% | -1.2% | +1.2% | +0.1% |
| 30D | -10.2% | +10.1% | -20.3% | -11.1% |
| 3M | -0.6% | +16.1% | -16.7% | -2.3% |
| 6M | -6.5% | +38.9% | -45.4% | -10.2% |
| YTD | +4.2% | +14.4% | -10.3% | +2.2% |
| 1Y | -2.3% | +5.9% | -8.1% | -3.3% |
| 3Y | +48.5% | +58.8% | -10.3% | +41.3% |
| 5Y | +72.0% | +24.7% | +47.4% | +65.1% |
| 10Y | +369.9% | +163.1% | +206.8% | +331.8% |
| All | +1,348.4% | +370.6% | +977.8% | +1,285.5% |
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