+1,348.4%
FERG vs M
+138.6%
+1,209.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.1% |
| 7D | 0.0% | +4.7% | -4.8% | -0.4% |
| 30D | -10.2% | -9.6% | -0.5% | -9.4% |
| 3M | -0.6% | +0.9% | -1.4% | -0.7% |
| 6M | -6.5% | +22.3% | -28.8% | -8.3% |
| YTD | +4.2% | +6.5% | -2.3% | +3.3% |
| 1Y | -2.3% | +38.8% | -41.0% | -5.3% |
| 3Y | +48.5% | +115.9% | -67.4% | +37.1% |
| 5Y | +72.0% | +28.6% | +43.4% | +62.7% |
| 10Y | +369.9% | -2.5% | +372.4% | +336.9% |
| All | +1,348.4% | +138.6% | +1,209.8% | +1,340.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling