+402.5%
FERG vs P
+485.4%
-82.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.2% |
| 7D | 0.0% | +6.5% | -6.6% | -0.6% |
| 30D | -10.2% | +18.8% | -29.0% | -11.7% |
| 3M | -0.6% | +26.7% | -27.3% | -3.1% |
| 6M | -6.5% | +62.2% | -68.7% | -11.2% |
| YTD | +4.2% | +48.5% | -44.3% | -0.5% |
| 1Y | -2.3% | +26.4% | -28.7% | -5.9% |
| 3Y | +48.5% | +159.4% | -110.9% | +33.1% |
| 5Y | +72.0% | +275.8% | -203.8% | +50.7% |
| 10Y | +369.9% | +732.0% | -362.1% | +322.6% |
| All | +402.5% | +485.4% | -82.8% | +335.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling