+49.3%
FERG vs LOW
-10.3%
+59.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -1.0% | -2.6% | +1.6% | +0.5% |
| 30D | -11.8% | -11.1% | -0.7% | -5.6% |
| 3M | -1.2% | -8.5% | +7.3% | +3.4% |
| 6M | -2.3% | -20.8% | +18.5% | +11.4% |
| YTD | +0.8% | -17.2% | +18.0% | +11.5% |
| 1Y | +0.5% | -24.7% | +25.2% | +17.7% |
| All | +49.3% | -10.3% | +59.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 3y: compounded portfolio wealth divided by compounded LOW 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…
3y analysis · Full analysis span regression · 6 months rolling