+913.0%
FERG vs INDA
+111.6%
+801.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | +3.4% | -1.0% | +4.4% | +3.5% |
| 30D | -11.5% | -2.5% | -9.0% | -11.2% |
| 3M | +1.3% | +4.0% | -2.7% | +0.7% |
| 6M | -1.0% | -1.8% | +0.8% | -0.7% |
| YTD | +3.2% | -9.2% | +12.4% | +4.6% |
| 1Y | -3.0% | -7.2% | +4.2% | -1.9% |
| 3Y | +55.0% | +9.8% | +45.2% | +53.4% |
| 5Y | +72.6% | +7.5% | +65.1% | +70.4% |
| 10Y | +358.9% | +80.8% | +278.2% | +348.5% |
| All | +913.0% | +111.6% | +801.4% | +877.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling