-13.1%
FERG vs INFQ
-6.9%
-6.1%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.6% | -1.2% |
| 7D | +0.9% | +4.8% | -3.9% | +0.6% |
| 30D | -15.1% | +13.4% | -28.5% | -15.7% |
| 3M | -4.8% | -3.3% | -1.6% | -5.4% |
| 6M | -2.5% | +13.7% | -16.2% | -8.2% |
| All | -13.1% | -6.9% | -6.1% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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