+78.0%
FERG vs LOW
+6.6%
+71.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +9.7% | +1.4% | +8.3% | +9.0% |
| 30D | +15.0% | +21.7% | -6.7% | +2.6% |
| 3M | +3.8% | +5.0% | -1.3% | +0.7% |
| 6M | +10.6% | +4.6% | +6.0% | +7.0% |
| YTD | +17.0% | -3.5% | +20.5% | +18.2% |
| 1Y | +7.1% | +0.5% | +6.5% | +5.4% |
| 3Y | +67.7% | +24.8% | +42.9% | +44.7% |
| All | +78.0% | +6.6% | +71.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling