+3.1%
FERG vs Q
+74.5%
-71.4%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.6% | -2.9% |
| 7D | +8.2% | +11.5% | -3.3% | +5.8% |
| 30D | +14.4% | -0.2% | +14.5% | +14.2% |
| 3M | +4.3% | -13.6% | +17.9% | +7.1% |
| 6M | +7.9% | -27.0% | +34.9% | +14.3% |
| YTD | +16.3% | +50.5% | -34.3% | +3.9% |
| 1Y | +2.2% | +33.8% | -31.5% | -6.7% |
| All | +3.1% | +74.5% | -71.4% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling