+1,301.2%
FERG vs MKTX
+1,287.7%
+13.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | -11.8% | +0.8% | -12.6% | -11.9% |
| 3M | -1.2% | +41.1% | -42.4% | -3.7% |
| 6M | -2.3% | -9.5% | +7.2% | -1.9% |
| YTD | +0.8% | -8.7% | +9.5% | +1.1% |
| 1Y | +0.5% | -10.0% | +10.4% | +0.8% |
| 3Y | +51.4% | -24.6% | +76.0% | +52.8% |
| 5Y | +67.5% | -60.3% | +127.8% | +72.9% |
| 10Y | +348.1% | +5.0% | +343.1% | +337.8% |
| All | +1,301.2% | +1,287.7% | +13.6% | +1,005.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling