+351.3%
FERG vs IT
+103.1%
+248.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | -0.2% |
| 7D | -2.6% | -3.7% | +1.1% | -2.0% |
| 30D | -8.9% | +0.1% | -9.0% | -9.1% |
| 3M | -2.0% | +20.7% | -22.7% | -6.0% |
| 6M | -3.2% | +12.0% | -15.2% | -6.6% |
| YTD | +1.5% | -28.8% | +30.3% | +6.3% |
| 1Y | +0.5% | -25.5% | +26.0% | +3.9% |
| 3Y | +50.4% | -48.8% | +99.2% | +67.5% |
| 5Y | +68.7% | -42.7% | +111.4% | +81.5% |
| All | +351.3% | +103.1% | +248.2% | +362.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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