+56.5%
FERG vs M
+126.3%
-69.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +1.8% |
| 7D | 0.0% | +4.7% | -4.8% | -0.9% |
| 30D | -10.2% | -9.6% | -0.5% | -8.5% |
| 3M | -0.6% | +0.9% | -1.4% | -0.9% |
| 6M | -6.5% | +22.3% | -28.8% | -10.3% |
| YTD | +4.2% | +6.5% | -2.3% | +2.2% |
| 1Y | -2.3% | +38.8% | -41.0% | -8.8% |
| All | +56.5% | +126.3% | -69.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling