+358.9%
FERG vs P
+712.4%
-353.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | +3.4% | +7.8% | -4.5% | +2.6% |
| 30D | -11.5% | +12.3% | -23.8% | -12.8% |
| 3M | +1.3% | +37.1% | -35.8% | -2.4% |
| 6M | -1.0% | +66.1% | -67.0% | -6.9% |
| YTD | +3.2% | +50.9% | -47.7% | -2.4% |
| 1Y | -3.0% | +27.2% | -30.2% | -7.3% |
| 3Y | +55.0% | +158.7% | -103.6% | +35.9% |
| 5Y | +72.6% | +291.1% | -218.5% | +46.5% |
| 10Y | +358.9% | +715.0% | -356.0% | +297.1% |
| All | +358.9% | +712.4% | -353.4% | +297.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling