+424.2%
FERG vs M
-7.1%
+431.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +9.7% | +7.0% | +2.7% | +9.0% |
| 30D | +15.0% | +8.9% | +6.1% | +14.1% |
| 3M | +3.8% | +4.5% | -0.7% | +3.2% |
| 6M | +10.6% | +36.2% | -25.6% | +7.0% |
| YTD | +17.0% | +15.1% | +1.8% | +14.8% |
| 1Y | +7.1% | +27.4% | -20.4% | +4.0% |
| 3Y | +67.7% | +160.1% | -92.4% | +50.4% |
| 5Y | +76.4% | -1.6% | +78.0% | +66.0% |
| All | +424.2% | -7.1% | +431.3% | +381.0% |
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