+440.7%
FERG vs M
-5.1%
+445.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | +6.4% | -3.3% | +9.7% | +6.8% |
| 30D | +19.9% | +8.1% | +11.8% | +19.0% |
| 3M | +5.6% | +2.2% | +3.3% | +5.3% |
| 6M | +9.2% | +35.1% | -25.9% | +5.7% |
| YTD | +20.6% | +15.8% | +4.8% | +18.3% |
| 1Y | +5.7% | +25.8% | -20.2% | +2.8% |
| 3Y | +73.6% | +156.2% | -82.6% | +55.8% |
| 5Y | +86.2% | -2.4% | +88.6% | +75.2% |
| 10Y | +440.7% | -7.1% | +447.8% | +395.6% |
| All | +440.7% | -5.1% | +445.8% | +395.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling