+56.9%
FERG vs P
+155.2%
-98.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | 0.0% | +6.5% | -6.6% | -0.9% |
| 30D | -10.2% | +18.8% | -29.0% | -12.6% |
| 3M | -0.6% | +26.7% | -27.3% | -4.6% |
| 6M | -6.5% | +62.2% | -68.7% | -14.1% |
| YTD | +4.2% | +48.5% | -44.3% | -3.6% |
| 1Y | -2.3% | +26.4% | -28.7% | -8.6% |
| All | +56.9% | +155.2% | -98.3% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling