+3.1%
FERG vs Q
+19.7%
-16.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | +7.7% | -3.3% | +11.0% | +8.4% |
| 30D | +11.5% | -9.7% | +21.2% | +13.7% |
| 3M | -2.4% | -16.1% | +13.7% | +0.8% |
| 6M | -4.0% | -15.7% | +11.7% | -2.5% |
| YTD | +13.4% | +45.7% | -32.4% | +1.4% |
| 1Y | +3.1% | +18.0% | -14.9% | -1.9% |
| All | +3.1% | +19.7% | -16.6% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling