+414.2%
FERG vs P
+469.1%
-55.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.4% | -1.1% |
| 7D | -2.1% | -23.8% | +21.7% | 0.0% |
| 30D | +8.7% | -36.6% | +45.3% | +12.5% |
| 3M | -7.4% | +10.9% | -18.3% | -9.0% |
| 6M | -6.6% | +30.0% | -36.6% | -10.0% |
| YTD | +6.6% | +44.4% | -37.8% | +1.4% |
| 1Y | -3.6% | +3.9% | -7.5% | -6.2% |
| 3Y | +56.4% | +176.6% | -120.2% | +38.9% |
| 5Y | +67.5% | +249.3% | -181.8% | +46.2% |
| 10Y | +434.6% | +726.9% | -292.3% | +379.1% |
| All | +414.2% | +469.1% | -55.0% | +343.5% |
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 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