+71.5%
FERG vs P
+276.6%
-205.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.1% |
| 7D | 0.0% | +6.5% | -6.6% | -1.1% |
| 30D | -10.2% | +18.8% | -29.0% | -13.2% |
| 3M | -0.6% | +26.7% | -27.3% | -5.5% |
| 6M | -6.5% | +62.2% | -68.7% | -15.6% |
| YTD | +4.2% | +48.5% | -44.3% | -5.2% |
| 1Y | -2.3% | +26.4% | -28.7% | -9.8% |
| 3Y | +48.5% | +159.4% | -110.9% | +11.4% |
| All | +71.5% | +276.6% | -205.1% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling