+67.7%
FERG vs MKTX
-60.5%
+128.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -0.2% | -2.3% | -2.5% |
| 30D | -8.9% | +0.7% | -9.6% | -9.0% |
| 3M | -2.0% | +40.8% | -42.8% | -7.2% |
| 6M | -3.2% | -8.0% | +4.8% | -1.9% |
| YTD | +1.5% | -8.7% | +10.2% | +2.9% |
| 1Y | +0.5% | -11.8% | +12.3% | +2.4% |
| 3Y | +50.4% | -24.0% | +74.4% | +53.1% |
| All | +67.7% | -60.5% | +128.2% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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