+65.0%
FERG vs M
-11.5%
+76.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | +0.1% |
| 7D | -2.1% | -4.3% | +2.2% | -1.2% |
| 30D | +8.7% | +1.3% | +7.4% | +8.4% |
| 3M | -7.4% | -7.4% | 0.0% | -6.2% |
| 6M | -6.6% | +18.3% | -25.0% | -10.2% |
| YTD | +6.6% | +7.6% | -1.0% | +4.1% |
| 1Y | -3.6% | +17.4% | -21.0% | -7.6% |
| 3Y | +56.4% | +108.4% | -52.0% | +27.6% |
| All | +65.0% | -11.5% | +76.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling