+72.6%
FERG vs M
+24.8%
+47.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.4% |
| 7D | +3.4% | +2.4% | +1.0% | +2.9% |
| 30D | -11.5% | -11.6% | +0.1% | -9.5% |
| 3M | +1.3% | +1.6% | -0.4% | +0.8% |
| 6M | -1.0% | +25.2% | -26.2% | -5.5% |
| YTD | +3.2% | +3.8% | -0.5% | +1.7% |
| 1Y | -3.0% | +36.3% | -39.3% | -9.3% |
| 3Y | +55.0% | +116.3% | -61.3% | +27.2% |
| 5Y | +72.6% | +28.2% | +44.5% | +55.2% |
| All | +72.6% | +24.8% | +47.8% | +55.2% |
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