+351.3%
FERG vs INDA
+84.7%
+266.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.5% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | -8.9% | -2.8% | -6.1% | -8.4% |
| 3M | -2.0% | +1.6% | -3.7% | -2.3% |
| 6M | -3.2% | -1.4% | -1.8% | -2.9% |
| YTD | +1.5% | -10.1% | +11.6% | +3.6% |
| 1Y | +0.5% | -8.8% | +9.3% | +2.2% |
| 3Y | +50.4% | +7.6% | +42.8% | +48.9% |
| 5Y | +68.7% | +5.8% | +62.9% | +65.8% |
| All | +351.3% | +84.7% | +266.6% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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