+1,382.0%
FERG vs M
+141.0%
+1,241.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.4% |
| 7D | -2.1% | -4.3% | +2.2% | -1.7% |
| 30D | +8.7% | +1.3% | +7.4% | +8.5% |
| 3M | -7.4% | -7.4% | 0.0% | -6.8% |
| 6M | -6.6% | +18.3% | -25.0% | -8.2% |
| YTD | +6.6% | +7.6% | -1.0% | +5.5% |
| 1Y | -3.6% | +17.4% | -21.0% | -5.3% |
| 3Y | +56.4% | +108.4% | -52.0% | +44.7% |
| 5Y | +67.5% | -10.6% | +78.1% | +60.1% |
| 10Y | +434.6% | -3.2% | +437.8% | +396.5% |
| All | +1,382.0% | +141.0% | +1,241.0% | +1,372.1% |
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