-2.3%
FERG vs M
+46.1%
-48.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.7% |
| 7D | 0.0% | +4.7% | -4.8% | -1.1% |
| 30D | -10.2% | -9.6% | -0.5% | -8.2% |
| 3M | -0.6% | +0.9% | -1.4% | -0.9% |
| 6M | -6.5% | +22.3% | -28.8% | -11.2% |
| YTD | +4.2% | +6.5% | -2.3% | +1.5% |
| 1Y | -2.3% | +38.8% | -41.0% | -12.8% |
| All | -2.3% | +46.1% | -48.4% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling