+348.1%
FERG vs M
-10.0%
+358.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.5% |
| 7D | -1.0% | -8.8% | +7.8% | -0.1% |
| 30D | -11.8% | -16.4% | +4.6% | -10.2% |
| 3M | -1.2% | -10.8% | +9.6% | -0.1% |
| 6M | -2.3% | +16.1% | -18.4% | -4.0% |
| YTD | +0.8% | -5.3% | +6.0% | +1.0% |
| 1Y | +0.5% | +24.9% | -24.4% | -2.2% |
| 3Y | +51.4% | +97.5% | -46.2% | +39.0% |
| 5Y | +67.5% | +20.4% | +47.1% | +58.4% |
| All | +348.1% | -10.0% | +358.1% | +325.9% |
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